# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001410368-26-054525
**Filing Date:** 2026-5
**Character Count:** 5154490
**Document Hash:** 9bf50e47ef06e914fc0dd98211977c31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054525.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054525

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER INVESTMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000915092

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 261030952

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 617 937 5524

**MAIL ADDRESS:**
- **STREET 1:** 200 CLARENDON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### U.S. Total Bond Index Master Portfolio (Series ID: S000004287)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000012009 | U.S. Total Bond Index Master Portfolio |  |

## Nport-Ex

March 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**U.S. Total Bond Index Master Portfolio**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A, 5.24%, 04/15/31 | 1000 | &nbsp;&nbsp; $1030919 |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A, 4.65%, 07/15/29 | 500 | &nbsp;&nbsp; 503739 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A, 4.51%, 04/15/32 | 100 | &nbsp;&nbsp; 100976 |
| &nbsp;&nbsp;&nbsp; Series 2025-4, Class A, 4.30%, 07/15/30 | 250 | &nbsp;&nbsp; 251101 |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset Execution Trust, Series 2025-<br> A1, Class A, 3.82%, 09/15/30<br>| 500 | &nbsp;&nbsp; 496978 |
| CarMax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-4, Class A3, 6.00%, 07/17/28 | 1165 | &nbsp;&nbsp; 1176851 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A4, 4.47%, 01/15/31 | 400 | &nbsp;&nbsp; 401933 |
| &nbsp;&nbsp;&nbsp; Chase Issuance Trust, Series 2025-A1, Class A, <br> 4.16%, 07/15/30<br>| 500 | &nbsp;&nbsp; 501272 |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance Trust, Series 2007-A3, <br> Class A3, 6.15%, 06/15/39<br>| 100 | &nbsp;&nbsp; 109761 |
| &nbsp;&nbsp;&nbsp; Exeter Automobile Receivables Trust, Series 2025-<br> 5A, Class C, 4.68%, 03/15/32<br>| 200 | &nbsp;&nbsp; 199180 |
| &nbsp;&nbsp;&nbsp; First National Master Note Trust, Series 2025-1, <br> Class A, 4.85%, 02/15/30<br>| 500 | &nbsp;&nbsp; 506186 |
| Ford Credit Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A3, 3.90%, 06/15/30 | 1000 | &nbsp;&nbsp; 995740 |
| &nbsp;&nbsp;&nbsp; Series 2026-A, Class A3, 4.05%, 10/15/30 | 500 | &nbsp;&nbsp; 498399 |
| &nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables <br> Trust, Series 2024-3, Class A4, 5.09%, 11/16/29<br>| 510 | &nbsp;&nbsp; 516891 |
| &nbsp;&nbsp;&nbsp; Hyundai Auto Receivables Trust, Series 2025-C, <br> Class A3, 3.88%, 04/15/30<br>| 250 | &nbsp;&nbsp; 248692 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust, <br> Series 2025-1, Class A3, 4.78%, 12/17/29<br>| 500 | &nbsp;&nbsp; 503893 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Funding LLC, Series 2025-A2, <br> Class A, 4.49%, 05/15/31<br>| 300 | &nbsp;&nbsp; 301819 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A3, 4.11%, 03/15/30 | 660 | &nbsp;&nbsp; 660684 |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A4, 4.19%, 01/15/31 | 750 | &nbsp;&nbsp; 749820 |
| &nbsp;&nbsp;&nbsp; World Omni Auto Receivables Trust, Series 2025-B, <br> Class A3, 4.34%, 09/16/30<br>| 500 | &nbsp;&nbsp; 500983 |
| **Total Asset-Backed Securities — 0.3%** <br>**(Cost: $10,261,683)** | **Total Asset-Backed Securities — 0.3%** <br>**(Cost: $10,261,683)** | &nbsp;&nbsp; 10255817 |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** | **Advertising Agencies — 0.0%** |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/02/29 | 45 | &nbsp;&nbsp; 44523 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 171310 |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | 121 | &nbsp;&nbsp; 110986 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | 50 | &nbsp;&nbsp; 44738 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/01/31<sup>(a)</sup> | 68 | &nbsp;&nbsp; 60890 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/02/33 | 50 | &nbsp;&nbsp; 48837 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49478 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/02/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48325 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 | 71 | &nbsp;&nbsp; 52031 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | 50 | &nbsp;&nbsp; 43565 |
| WPP LLC, 6.50%, 03/30/36 | 25 | &nbsp;&nbsp; 24631 |
|  |  | &nbsp;&nbsp; 699314 |
| **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | 341 | &nbsp;&nbsp; 342920 |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 | 125 | &nbsp;&nbsp; 127158 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | 150 | &nbsp;&nbsp; 147037 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 | 300 | &nbsp;&nbsp; 293523 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/01/28 | 50 | &nbsp;&nbsp; 48810 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | 91 | &nbsp;&nbsp; 87769 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Boeing Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | $95 | &nbsp;&nbsp; $99734 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | 100 | &nbsp;&nbsp; 94107 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | 800 | &nbsp;&nbsp; 813392 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | 200 | &nbsp;&nbsp; 190204 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 | 240 | &nbsp;&nbsp; 255922 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | 74 | &nbsp;&nbsp; 78676 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 | 200 | &nbsp;&nbsp; 179035 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | 140 | &nbsp;&nbsp; 152508 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 | 175 | &nbsp;&nbsp; 150003 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | 50 | &nbsp;&nbsp; 41455 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | 50 | &nbsp;&nbsp; 40285 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 | 50 | &nbsp;&nbsp; 50087 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | 341 | &nbsp;&nbsp; 341536 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | 87 | &nbsp;&nbsp; 59824 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 | 50 | &nbsp;&nbsp; 35173 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 | 50 | &nbsp;&nbsp; 34841 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | 71 | &nbsp;&nbsp; 51136 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | 130 | &nbsp;&nbsp; 94989 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | 143 | &nbsp;&nbsp; 101439 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | 650 | &nbsp;&nbsp; 628372 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | 245 | &nbsp;&nbsp; 269641 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 | 40 | &nbsp;&nbsp; 26772 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | 100 | &nbsp;&nbsp; 68997 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | 427 | &nbsp;&nbsp; 409872 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | 130 | &nbsp;&nbsp; 143718 |
| Embraer Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.98%, 02/11/35 | 70 | &nbsp;&nbsp; 72149 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/09/38 | 125 | &nbsp;&nbsp; 118921 |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited Co., <br> 4.42%, 11/15/35<br>| 300 | &nbsp;&nbsp; 287662 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 75 | &nbsp;&nbsp; 74595 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 | 25 | &nbsp;&nbsp; 24438 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | 87 | &nbsp;&nbsp; 86443 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | 150 | &nbsp;&nbsp; 145637 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 | 61 | &nbsp;&nbsp; 54908 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | 100 | &nbsp;&nbsp; 100680 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | 171 | &nbsp;&nbsp; 153549 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | 83 | &nbsp;&nbsp; 61965 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | 50 | &nbsp;&nbsp; 39834 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 72602 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | 110 | &nbsp;&nbsp; 109736 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 200 | &nbsp;&nbsp; 223111 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100081 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38<sup>(a)</sup> | 100 | &nbsp;&nbsp; 106383 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | 100 | &nbsp;&nbsp; 88619 |
| HEICO Corp., 5.25%, 08/01/28 | 25 | &nbsp;&nbsp; 25482 |
| Honeywell Aerospace, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/16/28 | 175 | &nbsp;&nbsp; 173711 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/16/29 | 175 | &nbsp;&nbsp; 173366 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/16/31 | 300 | &nbsp;&nbsp; 296755 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/16/33 | 175 | &nbsp;&nbsp; 172992 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/16/36 | 325 | &nbsp;&nbsp; 322466 |
| &nbsp;&nbsp;&nbsp; 5.62%, 03/16/46 | 130 | &nbsp;&nbsp; 128111 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/16/56 | 255 | &nbsp;&nbsp; 252055 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/16/66 | 165 | &nbsp;&nbsp; 163668 |
| Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 | 100 | &nbsp;&nbsp; 96467 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | 25 | &nbsp;&nbsp; 25286 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/32 | 50 | &nbsp;&nbsp; 49352 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Howmet Aerospace, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/37 | $100 | &nbsp;&nbsp; $106626 |
| Huntington Ingalls Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | 25 | &nbsp;&nbsp; 24605 |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | 171 | &nbsp;&nbsp; 161939 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | 50 | &nbsp;&nbsp; 50970 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | 75 | &nbsp;&nbsp; 73526 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | 50 | &nbsp;&nbsp; 51710 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 158 | &nbsp;&nbsp; 158098 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 | 50 | &nbsp;&nbsp; 50869 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | 121 | &nbsp;&nbsp; 114283 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 | 158 | &nbsp;&nbsp; 138399 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/31 | 45 | &nbsp;&nbsp; 46045 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 | 205 | &nbsp;&nbsp; 210329 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | 135 | &nbsp;&nbsp; 137219 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 | 50 | &nbsp;&nbsp; 46551 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53 | 100 | &nbsp;&nbsp; 97090 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 | 70 | &nbsp;&nbsp; 67001 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | 35 | &nbsp;&nbsp; 35599 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 75 | &nbsp;&nbsp; 75447 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50037 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | 45 | &nbsp;&nbsp; 45367 |
| &nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 | 300 | &nbsp;&nbsp; 270817 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | 70 | &nbsp;&nbsp; 70055 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/31<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30393 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/32<sup>(a)</sup> | 83 | &nbsp;&nbsp; 80653 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 52052 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100269 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | 50 | &nbsp;&nbsp; 49956 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/35<sup>(a)</sup> | 65 | &nbsp;&nbsp; 59273 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | 75 | &nbsp;&nbsp; 75675 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36<sup>(a)</sup> | 141 | &nbsp;&nbsp; 136954 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | 189 | &nbsp;&nbsp; 159916 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | 125 | &nbsp;&nbsp; 98751 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | 130 | &nbsp;&nbsp; 115153 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | 50 | &nbsp;&nbsp; 31216 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | 187 | &nbsp;&nbsp; 145951 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | 140 | &nbsp;&nbsp; 110520 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54<sup>(a)</sup> | 110 | &nbsp;&nbsp; 109825 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55<sup>(a)</sup> | 140 | &nbsp;&nbsp; 130196 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62<sup>(a)</sup> | 140 | &nbsp;&nbsp; 109101 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | 40 | &nbsp;&nbsp; 40898 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | 100 | &nbsp;&nbsp; 90788 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 341 | &nbsp;&nbsp; 334907 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 | 50 | &nbsp;&nbsp; 50322 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | 171 | &nbsp;&nbsp; 170501 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 75 | &nbsp;&nbsp; 75429 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 | 100 | &nbsp;&nbsp; 99891 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | 125 | &nbsp;&nbsp; 124741 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40761 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | 50 | &nbsp;&nbsp; 48736 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | 151 | &nbsp;&nbsp; 136338 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | 50 | &nbsp;&nbsp; 39276 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | 257 | &nbsp;&nbsp; 202293 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50<sup>(a)</sup> | 150 | &nbsp;&nbsp; 139116 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53<sup>(a)</sup> | 125 | &nbsp;&nbsp; 110715 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54<sup>(a)</sup> | 125 | &nbsp;&nbsp; 115176 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | 171 | &nbsp;&nbsp; 168789 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| RTX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28<sup>(a)</sup> | 361 | &nbsp;&nbsp; $359485 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | 85 | &nbsp;&nbsp; 88179 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | 246 | &nbsp;&nbsp; 224905 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31<sup>(a)</sup> | 120 | &nbsp;&nbsp; 127548 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | 171 | &nbsp;&nbsp; 148815 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | 200 | &nbsp;&nbsp; 176077 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 | 175 | &nbsp;&nbsp; 178474 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | 120 | &nbsp;&nbsp; 129222 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | 50 | &nbsp;&nbsp; 51478 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | 137 | &nbsp;&nbsp; 126552 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40<sup>(a)</sup> | 87 | &nbsp;&nbsp; 82557 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | 74 | &nbsp;&nbsp; 67104 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | 400 | &nbsp;&nbsp; 354960 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | 50 | &nbsp;&nbsp; 45003 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | 87 | &nbsp;&nbsp; 71118 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | 130 | &nbsp;&nbsp; 98875 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | 171 | &nbsp;&nbsp; 141587 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | 87 | &nbsp;&nbsp; 68869 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48<sup>(a)</sup> | 214 | &nbsp;&nbsp; 182189 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | 77 | &nbsp;&nbsp; 50633 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | 87 | &nbsp;&nbsp; 53208 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | 100 | &nbsp;&nbsp; 63490 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53<sup>(a)</sup> | 245 | &nbsp;&nbsp; 230081 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54<sup>(a)</sup> | 155 | &nbsp;&nbsp; 167139 |
|  |  | &nbsp;&nbsp; 18214620 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 203897 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32<sup>(a)</sup> | 102 | &nbsp;&nbsp; 95464 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/13/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204082 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | 87 | &nbsp;&nbsp; 70089 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | 171 | &nbsp;&nbsp; 105490 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52<sup>(a)</sup> | 137 | &nbsp;&nbsp; 102003 |
| BorgWarner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27<sup>(a)</sup> | 156 | &nbsp;&nbsp; 152450 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 50 | &nbsp;&nbsp; 50575 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50624 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45<sup>(a)</sup> | 75 | &nbsp;&nbsp; 61273 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | 25 | &nbsp;&nbsp; 24750 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | 75 | &nbsp;&nbsp; 71377 |
| &nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 | 71 | &nbsp;&nbsp; 62734 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(a)</sup> | 87 | &nbsp;&nbsp; 77431 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | 74 | &nbsp;&nbsp; 49024 |
| Magna International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/14/29 | 225 | &nbsp;&nbsp; 227981 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | 60 | &nbsp;&nbsp; 55041 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33<sup>(a)</sup> | 20 | &nbsp;&nbsp; 20506 |
|  |  | &nbsp;&nbsp; 1684791 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | 25 | &nbsp;&nbsp; 25010 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | 250 | &nbsp;&nbsp; 251142 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | 50 | &nbsp;&nbsp; 49929 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | 220 | &nbsp;&nbsp; 220394 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 50 | &nbsp;&nbsp; 49979 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | 93 | &nbsp;&nbsp; 88527 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | 300 | &nbsp;&nbsp; 303195 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28 | 75 | &nbsp;&nbsp; 74379 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28 | 50 | &nbsp;&nbsp; 51219 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49389 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| American Honda Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | $87 | &nbsp;&nbsp; $81551 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50331 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | 150 | &nbsp;&nbsp; 148646 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | 50 | &nbsp;&nbsp; 49975 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | 60 | &nbsp;&nbsp; 59489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 73889 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51919 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/08/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49008 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | 50 | &nbsp;&nbsp; 43274 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | 100 | &nbsp;&nbsp; 100250 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49561 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/09/32 | 75 | &nbsp;&nbsp; 75144 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | 85 | &nbsp;&nbsp; 82662 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49051 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/08/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48241 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | 35 | &nbsp;&nbsp; 34568 |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | 74 | &nbsp;&nbsp; 69592 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | 70 | &nbsp;&nbsp; 69418 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | 75 | &nbsp;&nbsp; 74467 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | 78 | &nbsp;&nbsp; 68151 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | 80 | &nbsp;&nbsp; 74384 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | 25 | &nbsp;&nbsp; 25035 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 | 50 | &nbsp;&nbsp; 50854 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | 100 | &nbsp;&nbsp; 88584 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50518 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | 50 | &nbsp;&nbsp; 50964 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | 300 | &nbsp;&nbsp; 279941 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | 87 | &nbsp;&nbsp; 51576 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96534 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 9.63%, 04/22/30 | 50 | &nbsp;&nbsp; 56868 |
| &nbsp;&nbsp;&nbsp; 7.45%, 07/16/31 | 100 | &nbsp;&nbsp; 107918 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | 300 | &nbsp;&nbsp; 260565 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/19/32<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201639 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | 200 | &nbsp;&nbsp; 151075 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46 | 50 | &nbsp;&nbsp; 50515 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46<sup>(a)</sup> | 100 | &nbsp;&nbsp; 78263 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 | 200 | &nbsp;&nbsp; 201473 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | 200 | &nbsp;&nbsp; 199940 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 | 200 | &nbsp;&nbsp; 197409 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 | 400 | &nbsp;&nbsp; 412819 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 | 200 | &nbsp;&nbsp; 202535 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 | 200 | &nbsp;&nbsp; 206020 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 | 200 | &nbsp;&nbsp; 207038 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 | 200 | &nbsp;&nbsp; 202256 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 | 200 | &nbsp;&nbsp; 197532 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | 200 | &nbsp;&nbsp; 198100 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | 200 | &nbsp;&nbsp; 198956 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | 200 | &nbsp;&nbsp; 202498 |
| &nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 | 200 | &nbsp;&nbsp; 210986 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | 200 | &nbsp;&nbsp; 186120 |
| &nbsp;&nbsp;&nbsp; 5.42%, 04/09/31 | 200 | &nbsp;&nbsp; 196406 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | 200 | &nbsp;&nbsp; 180219 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/05/31 | 200 | &nbsp;&nbsp; 200882 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/06/33 | 200 | &nbsp;&nbsp; 196270 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 | 200 | &nbsp;&nbsp; 210089 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 | 200 | &nbsp;&nbsp; 198069 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201796 |
| &nbsp;&nbsp;&nbsp; 5.87%, 10/31/35 | 200 | &nbsp;&nbsp; 192016 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/27<sup>(a)</sup> | $171 | &nbsp;&nbsp; $170092 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | 104 | &nbsp;&nbsp; 106967 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | 65 | &nbsp;&nbsp; 66464 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51408 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102382 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35 | 130 | &nbsp;&nbsp; 124520 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 | 120 | &nbsp;&nbsp; 124787 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | 187 | &nbsp;&nbsp; 198848 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | 287 | &nbsp;&nbsp; 269234 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | 200 | &nbsp;&nbsp; 196404 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | 171 | &nbsp;&nbsp; 148418 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46<sup>(a)</sup> | 83 | &nbsp;&nbsp; 85926 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(a)</sup> | 75 | &nbsp;&nbsp; 65676 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49<sup>(a)</sup> | 112 | &nbsp;&nbsp; 104800 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | 200 | &nbsp;&nbsp; 200886 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 | 250 | &nbsp;&nbsp; 252201 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | 50 | &nbsp;&nbsp; 50256 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/27 | 60 | &nbsp;&nbsp; 60568 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | 171 | &nbsp;&nbsp; 166636 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 | 150 | &nbsp;&nbsp; 148159 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 | 50 | &nbsp;&nbsp; 51119 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/04/28 | 100 | &nbsp;&nbsp; 100868 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | 89 | &nbsp;&nbsp; 85350 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28<sup>(a)</sup> | 55 | &nbsp;&nbsp; 56342 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | 168 | &nbsp;&nbsp; 159256 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/28 | 75 | &nbsp;&nbsp; 74227 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | 75 | &nbsp;&nbsp; 77189 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | 87 | &nbsp;&nbsp; 88983 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | 300 | &nbsp;&nbsp; 296969 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 | 145 | &nbsp;&nbsp; 148343 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | 150 | &nbsp;&nbsp; 150747 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 | 50 | &nbsp;&nbsp; 50911 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | 45 | &nbsp;&nbsp; 46577 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | 90 | &nbsp;&nbsp; 85593 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 | 50 | &nbsp;&nbsp; 51180 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | 110 | &nbsp;&nbsp; 97993 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/31 | 55 | &nbsp;&nbsp; 54206 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | 122 | &nbsp;&nbsp; 109444 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 | 30 | &nbsp;&nbsp; 30705 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | 175 | &nbsp;&nbsp; 157009 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/32 | 40 | &nbsp;&nbsp; 40929 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | 75 | &nbsp;&nbsp; 79473 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | 175 | &nbsp;&nbsp; 181782 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | 100 | &nbsp;&nbsp; 102751 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | 200 | &nbsp;&nbsp; 198364 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35 | 150 | &nbsp;&nbsp; 152683 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | 50 | &nbsp;&nbsp; 51705 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | 100 | &nbsp;&nbsp; 99770 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | 175 | &nbsp;&nbsp; 173655 |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | 133 | &nbsp;&nbsp; 118737 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | 95 | &nbsp;&nbsp; 93990 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, 8.50%, <br> 01/18/31<br>| 104 | &nbsp;&nbsp; 120433 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | 50 | &nbsp;&nbsp; 50523 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/27<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50167 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | 75 | &nbsp;&nbsp; 75423 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/28 | 100 | &nbsp;&nbsp; 101032 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 50 | &nbsp;&nbsp; 50373 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | 25 | &nbsp;&nbsp; 24982 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| PACCAR Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | 50 | &nbsp;&nbsp; $50731 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | 25 | &nbsp;&nbsp; 24837 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/08/30 | 50 | &nbsp;&nbsp; 50335 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/34 | 25 | &nbsp;&nbsp; 25266 |
| &nbsp;&nbsp;&nbsp; Series R, 4.00%, 11/07/28<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24911 |
| &nbsp;&nbsp;&nbsp; Series R, 3.90%, 02/05/29 | 25 | &nbsp;&nbsp; 24810 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50051 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | 250 | &nbsp;&nbsp; 254537 |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | 65 | &nbsp;&nbsp; 61999 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | 25 | &nbsp;&nbsp; 25021 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/25/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; 78763 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/33 | 45 | &nbsp;&nbsp; 45951 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/30/35<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25286 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | 100 | &nbsp;&nbsp; 100394 |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | 200 | &nbsp;&nbsp; 192284 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | 125 | &nbsp;&nbsp; 125712 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | 75 | &nbsp;&nbsp; 75222 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/10/27 | 25 | &nbsp;&nbsp; 25489 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | 40 | &nbsp;&nbsp; 40365 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | 189 | &nbsp;&nbsp; 181049 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | 225 | &nbsp;&nbsp; 230392 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | 50 | &nbsp;&nbsp; 50505 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29<sup>(a)</sup> | 171 | &nbsp;&nbsp; 168332 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | 50 | &nbsp;&nbsp; 51067 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | 100 | &nbsp;&nbsp; 100356 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | 300 | &nbsp;&nbsp; 301782 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | 50 | &nbsp;&nbsp; 50811 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | 87 | &nbsp;&nbsp; 79892 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | 300 | &nbsp;&nbsp; 288179 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 95 | &nbsp;&nbsp; 96049 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30<sup>(a)</sup> | 80 | &nbsp;&nbsp; 80396 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | 250 | &nbsp;&nbsp; 255740 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | 121 | &nbsp;&nbsp; 105373 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74919 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/03/32 | 80 | &nbsp;&nbsp; 79406 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | 45 | &nbsp;&nbsp; 44831 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | 100 | &nbsp;&nbsp; 99451 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | 50 | &nbsp;&nbsp; 51126 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 01/12/28 | 75 | &nbsp;&nbsp; 74453 |
| &nbsp;&nbsp;&nbsp; Series B, 4.05%, 03/13/29 | 100 | &nbsp;&nbsp; 99400 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 01/10/31 | 75 | &nbsp;&nbsp; 73967 |
| &nbsp;&nbsp;&nbsp; Series B, 4.60%, 03/11/33 | 100 | &nbsp;&nbsp; 98456 |
| &nbsp;&nbsp;&nbsp; Series B, 4.80%, 01/11/36<sup>(a)</sup> | 75 | &nbsp;&nbsp; 73190 |
|  |  | &nbsp;&nbsp; 19312513 |
| **Banks — 2.1%** | **Banks — 2.1%** | **Banks — 2.1%** |
| African Development Bank, 4.38%, 03/14/28 | 600 | &nbsp;&nbsp; 606090 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/25/28 | 500 | &nbsp;&nbsp; 499472 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/25/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 304586 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33 | 400 | &nbsp;&nbsp; 396249 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/33 | 200 | &nbsp;&nbsp; 196093 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/34 | 500 | &nbsp;&nbsp; 496444 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.36%, 06/18/28 | 250 | &nbsp;&nbsp; 251032 |
| &nbsp;&nbsp;&nbsp; 4.62%, 12/16/29 | 250 | &nbsp;&nbsp; 252957 |
| &nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, (1-year CMT + <br> 3.30%), 7.88%, 11/15/34<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 226183 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Bank of America NA, Series BKNT, 6.00%, 10/15/36 | $250 | &nbsp;&nbsp; $263726 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | 75 | &nbsp;&nbsp; 75913 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | 150 | &nbsp;&nbsp; 152250 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | 100 | &nbsp;&nbsp; 102973 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | 75 | &nbsp;&nbsp; 77781 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.64%, 09/10/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50093 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.67%), 5.00%, 01/27/29<sup>(c)</sup> | 65 | &nbsp;&nbsp; 65583 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.75%), 4.06%, 09/22/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.35%, <br> 09/22/31<sup>(a)(c)</sup><br>| 100 | &nbsp;&nbsp; 98574 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.40%), 3.09%, 01/10/37<sup>(c)</sup> | 241 | &nbsp;&nbsp; 214321 |
| &nbsp;&nbsp;&nbsp; (5-year USD Swap + 1.43%), 3.80%, 12/15/32<sup>(c)</sup> | 87 | &nbsp;&nbsp; 85610 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | 200 | &nbsp;&nbsp; 201093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 0.89%), 4.34%, <br> 03/19/30<sup>(a)(c)</sup><br>| 75 | &nbsp;&nbsp; 74671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 0.97%), 4.44%, <br> 01/14/32<sup>(c)</sup><br>| 75 | &nbsp;&nbsp; 73844 |
| &nbsp;&nbsp;&nbsp; Bank of New York Mellon, (1-day SOFR + 1.14%), <br> 4.73%, 04/20/29<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 251778 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | 150 | &nbsp;&nbsp; 148908 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | 75 | &nbsp;&nbsp; 75823 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | 110 | &nbsp;&nbsp; 111361 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | 50 | &nbsp;&nbsp; 51820 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | 75 | &nbsp;&nbsp; 76636 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | 150 | &nbsp;&nbsp; 140569 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | 250 | &nbsp;&nbsp; 267454 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.86%, 03/30/29<sup>(a)(c)</sup> | 225 | &nbsp;&nbsp; 226800 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.25%, 01/13/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.63%, 09/11/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.60%), 4.24%, <br> 09/08/28<sup>(a)(c)</sup><br>| 50 | &nbsp;&nbsp; 49870 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.79%), 4.28%, 01/29/30<sup>(c)</sup> | 125 | &nbsp;&nbsp; 124158 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.17%), 4.58%, 09/08/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99575 |
| Capital One NA, Series BKNT, 4.65%, 09/13/28 | 250 | &nbsp;&nbsp; 251051 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28<sup>(a)</sup> | 250 | &nbsp;&nbsp; 259598 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | 250 | &nbsp;&nbsp; 253327 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.57%, 04/30/34<sup>(a)</sup> | 250 | &nbsp;&nbsp; 259039 |
| Citibank NA |  |  |
| &nbsp;&nbsp;&nbsp; Class BN, 4.58%, 05/29/27 | 250 | &nbsp;&nbsp; 250995 |
| &nbsp;&nbsp;&nbsp; Class BN, 4.91%, 05/29/30 | 250 | &nbsp;&nbsp; 253897 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA, (1-day SOFR + 2.00%), 4.58%, <br> 08/09/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 250127 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | 61 | &nbsp;&nbsp; 56211 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94284 |
| &nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 | 150 | &nbsp;&nbsp; 128075 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.25%, 03/05/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75893 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.72%, 07/23/32<sup>(c)</sup> | 75 | &nbsp;&nbsp; 77093 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 5.84%, 01/23/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205966 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.75%), 5.64%, 05/21/37<sup>(c)</sup> | 61 | &nbsp;&nbsp; 60864 |
| Commonwealth Bank of Australia, 4.15%, 10/01/30 | 250 | &nbsp;&nbsp; 247858 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/28 | 250 | &nbsp;&nbsp; 249051 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/17/29 | 250 | &nbsp;&nbsp; 251798 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | 250 | &nbsp;&nbsp; 243011 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.25%, 05/24/41 | 176 | &nbsp;&nbsp; 170499 |
| Corp. Andina de Fomento, 5.00%, 01/24/29 | 300 | &nbsp;&nbsp; 306810 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & Development, <br> 4.38%, 03/09/28<br>| $400 | &nbsp;&nbsp; $404104 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | 1000 | &nbsp;&nbsp; 1001552 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | 150 | &nbsp;&nbsp; 152457 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | 600 | &nbsp;&nbsp; 602746 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | 1000 | &nbsp;&nbsp; 988603 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | 1000 | &nbsp;&nbsp; 975877 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | 146 | &nbsp;&nbsp; 143090 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | 200 | &nbsp;&nbsp; 198697 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | 75 | &nbsp;&nbsp; 90163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.57%, 04/29/32<sup>(c)</sup> | 125 | &nbsp;&nbsp; 122531 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 5.14%, 01/29/37<sup>(c)</sup> | 120 | &nbsp;&nbsp; 116895 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 4.06%, 04/25/28<sup>(c)</sup> | 111 | &nbsp;&nbsp; 110379 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.90%, 09/06/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100333 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.34%, 04/25/33<sup>(c)</sup> | 61 | &nbsp;&nbsp; 58784 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.63%, 01/29/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 4.77%, 07/28/30<sup>(c)</sup> | 150 | &nbsp;&nbsp; 150023 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.19%), 6.36%, 10/27/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102827 |
| Fifth Third Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29<sup>(a)</sup> | 171 | &nbsp;&nbsp; 168469 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.16%), 5.98%, 01/30/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 103186 |
| First Citizens BancShares, Inc.<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.23%, 03/12/31 | 50 | &nbsp;&nbsp; 49579 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.87%, 03/03/32 | 50 | &nbsp;&nbsp; 48308 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.85%), 5.60%, 09/05/35 | 70 | &nbsp;&nbsp; 68416 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.97%), 6.25%, 03/12/40 | 25 | &nbsp;&nbsp; 24445 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | 75 | &nbsp;&nbsp; 76890 |
| &nbsp;&nbsp;&nbsp; FNB Corp., (1-day SOFR Index + 1.93%), 5.72%, <br> 12/11/30<sup>(c)</sup><br>| 50 | &nbsp;&nbsp; 50310 |
| HSBC USA, Inc., 4.65%, 06/03/28 | 200 | &nbsp;&nbsp; 201246 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | 200 | &nbsp;&nbsp; 185121 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.99%), 4.62%, 01/28/32<sup>(a)(c)</sup> | 125 | &nbsp;&nbsp; 123176 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 5.27%, 01/15/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50758 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 4.44%, 08/04/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 259811 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.02%, 05/17/33<sup>(c)</sup> | 73 | &nbsp;&nbsp; 72529 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.87%), 5.71%, 02/02/35<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102041 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 2.49%, 08/15/36<sup>(c)</sup> | 50 | &nbsp;&nbsp; 42865 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.35%), 5.61%, 01/28/41<sup>(c)</sup> | 50 | &nbsp;&nbsp; 48795 |
| Huntington National Bank |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | 250 | &nbsp;&nbsp; 258535 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.72%), 4.87%, 04/12/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 250845 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.65%), 4.55%, 05/17/28<sup>(c)</sup> | 280 | &nbsp;&nbsp; 280006 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | 200 | &nbsp;&nbsp; 200230 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | 200 | &nbsp;&nbsp; 197393 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.73%, 04/01/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 180978 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.34%, 03/19/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204239 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.55%, 03/19/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203139 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 4.25%, 03/28/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 192602 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 6.11%, 09/11/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 210947 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.61%), 5.42%, 03/23/37<sup>(c)</sup> | 200 | &nbsp;&nbsp; 199416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series VAR, (1-day SOFR Index + 1.26%), 4.80%, <br> 03/23/32<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 198803 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | 500 | &nbsp;&nbsp; 501663 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33<sup>(a)</sup> | 400 | &nbsp;&nbsp; 382364 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33 | 300 | &nbsp;&nbsp; 305354 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 993160 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28 | $750 | &nbsp;&nbsp; $763331 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30<sup>(a)</sup> | 1000 | &nbsp;&nbsp; 999248 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31 | 750 | &nbsp;&nbsp; 751205 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | 200 | &nbsp;&nbsp; 206885 |
| International Finance Corp., 4.50%, 07/13/28<sup>(a)</sup> | 500 | &nbsp;&nbsp; 507329 |
| Keybank National Association |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/26/33 | 250 | &nbsp;&nbsp; 246399 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 5.85%, 11/15/27 | 250 | &nbsp;&nbsp; 255257 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | 87 | &nbsp;&nbsp; 85120 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | 100 | &nbsp;&nbsp; 99230 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | 87 | &nbsp;&nbsp; 81322 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 5.31%, 01/28/37<sup>(c)</sup> | 30 | &nbsp;&nbsp; 29381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.23%), 5.12%, <br> 04/04/31<sup>(a)(c)</sup><br>| 25 | &nbsp;&nbsp; 25247 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.06%), 4.79%, 06/01/33<sup>(c)</sup> | 105 | &nbsp;&nbsp; 102607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.42%), 6.40%, <br> 03/06/35<sup>(a)(c)</sup><br>| 150 | &nbsp;&nbsp; 159036 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | 700 | &nbsp;&nbsp; 693509 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 | 400 | &nbsp;&nbsp; 400883 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 | 400 | &nbsp;&nbsp; 398206 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 100 | &nbsp;&nbsp; 99945 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 700 | &nbsp;&nbsp; 701012 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | 600 | &nbsp;&nbsp; 602999 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | 257 | &nbsp;&nbsp; 239663 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | 315 | &nbsp;&nbsp; 323461 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30<sup>(a)</sup> | 550 | &nbsp;&nbsp; 546288 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/33 | 1400 | &nbsp;&nbsp; 1395798 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/34 | 500 | &nbsp;&nbsp; 504971 |
| &nbsp;&nbsp;&nbsp; Series GLOB, 3.88%, 05/15/28<sup>(a)</sup> | 500 | &nbsp;&nbsp; 500717 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | 200 | &nbsp;&nbsp; 201414 |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/03/30 | 341 | &nbsp;&nbsp; 298828 |
| &nbsp;&nbsp;&nbsp; Series 44, 3.88%, 06/14/28 | 200 | &nbsp;&nbsp; 200161 |
| M&T Bank Corp.<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.83%, 01/16/29 | 100 | &nbsp;&nbsp; 100468 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.18%, 07/08/31 | 70 | &nbsp;&nbsp; 70734 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.39%, 01/16/36 | 145 | &nbsp;&nbsp; 143806 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.05%, 01/27/34 | 200 | &nbsp;&nbsp; 197546 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.78%), 4.55%, 08/16/28 | 100 | &nbsp;&nbsp; 99930 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.43%), 5.40%, 07/30/35 | 75 | &nbsp;&nbsp; 74759 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | 250 | &nbsp;&nbsp; 251472 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.76%, 07/06/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 250690 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank N.A., Series BKNT, (1-day <br> SOFR + 0.93%), 4.97%, 07/14/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 251483 |
| Morgan Stanley Bank NA<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.91%), 5.02%, <br> 01/12/29<br>| 250 | &nbsp;&nbsp; 252676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, (1-day SOFR + 0.87%), 5.50%, <br> 05/26/28<br>| 250 | &nbsp;&nbsp; 252843 |
| Morgan Stanley Private Bank NA<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.77%), 4.47%, 07/06/28 | 250 | &nbsp;&nbsp; 249991 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.73%, 07/18/31 | 500 | &nbsp;&nbsp; 498451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.76%), 4.21%, <br> 02/08/30<br>| 250 | &nbsp;&nbsp; 247469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 0.78%), 4.20%, <br> 11/17/28<br>| 250 | &nbsp;&nbsp; 249134 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Morgan Stanley Private Bank NA<sup>(c)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Class BN, (1-day SOFR + 1.02%), 4.47%, <br> 11/19/31<br>| $500 | &nbsp;&nbsp; $492240 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/27 | 250 | &nbsp;&nbsp; 251361 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | 550 | &nbsp;&nbsp; 558411 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29<sup>(a)</sup> | 250 | &nbsp;&nbsp; 254718 |
| National Bank of Canada, 4.50%, 10/10/29 | 250 | &nbsp;&nbsp; 250141 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28 | 500 | &nbsp;&nbsp; 503616 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/28 | 200 | &nbsp;&nbsp; 200489 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | 300 | &nbsp;&nbsp; 298325 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30<sup>(a)</sup> | 85 | &nbsp;&nbsp; 86606 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/10/30 | 200 | &nbsp;&nbsp; 198200 |
| Pinnacle Bank/Nashville TN, 5.63%, 02/15/28 | 250 | &nbsp;&nbsp; 252803 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 4.43%, 07/21/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 249905 |
| &nbsp;&nbsp;&nbsp; Series BKNT, 4.05%, 07/26/28 | 300 | &nbsp;&nbsp; 297332 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | 25 | &nbsp;&nbsp; 24700 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | 171 | &nbsp;&nbsp; 167206 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | 271 | &nbsp;&nbsp; 252750 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.98%), 2.31%, 04/23/32<sup>(c)</sup> | 171 | &nbsp;&nbsp; 152300 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.22%, 01/29/31<sup>(c)</sup> | 115 | &nbsp;&nbsp; 117311 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 5.49%, 05/14/30<sup>(c)</sup> | 125 | &nbsp;&nbsp; 128553 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.81%, 10/21/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99667 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 4.90%, 05/13/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100613 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.39%), 5.58%, 01/29/36<sup>(c)</sup> | 205 | &nbsp;&nbsp; 209285 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.37%, 07/21/36<sup>(c)</sup> | 140 | &nbsp;&nbsp; 140611 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35<sup>(c)</sup> | 360 | &nbsp;&nbsp; 364570 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.35%, 12/02/28<sup>(c)</sup> | 135 | &nbsp;&nbsp; 137103 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.58%, 06/12/29<sup>(c)</sup> | 774 | &nbsp;&nbsp; 793138 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.90%), 5.68%, 01/22/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205741 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.07%, 01/24/34<sup>(c)</sup> | 205 | &nbsp;&nbsp; 204957 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 5.94%, 08/18/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104733 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.28%), 6.88%, 10/20/34<sup>(a)(c)</sup> | 295 | &nbsp;&nbsp; 325907 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.85%), 4.63%, 06/06/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 97200 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.42%, 01/25/41<sup>(c)</sup> | 60 | &nbsp;&nbsp; 58779 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | 341 | &nbsp;&nbsp; 320049 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.72%, 06/06/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51277 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.50%, 09/06/35<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100136 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | 279 | &nbsp;&nbsp; 277324 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | 220 | &nbsp;&nbsp; 219921 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | 100 | &nbsp;&nbsp; 102579 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | 100 | &nbsp;&nbsp; 101156 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | 175 | &nbsp;&nbsp; 178468 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | 150 | &nbsp;&nbsp; 152583 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | 200 | &nbsp;&nbsp; 178488 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | 179 | &nbsp;&nbsp; 171805 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | 150 | &nbsp;&nbsp; 151156 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | 80 | &nbsp;&nbsp; 80709 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | 130 | &nbsp;&nbsp; 132923 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.70%), 4.00%, 11/03/28<sup>(c)</sup> | 125 | &nbsp;&nbsp; 124106 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.97%, 01/24/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151397 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.50%, 08/06/29<sup>(c)</sup> | 275 | &nbsp;&nbsp; 275000 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.98%), 4.31%, 11/03/31<sup>(a)(c)</sup> | 125 | &nbsp;&nbsp; 122881 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 5.15%, 02/04/31<sup>(c)</sup> | 175 | &nbsp;&nbsp; 177863 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 4.70%, 08/06/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99777 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.97%, 08/02/30<sup>(c)</sup> | 125 | &nbsp;&nbsp; 126587 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.86%), 4.52%, 10/18/28<sup>(c)</sup> | 115 | &nbsp;&nbsp; 115128 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.08%), 4.65%, 10/18/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 250585 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Royal Bank of Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.13%), 4.97%, <br> 05/02/31<sup>(a)(c)</sup><br>| $125 | &nbsp;&nbsp; $126339 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | 200 | &nbsp;&nbsp; 199575 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.47%, 03/20/29<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76044 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.74%, 03/20/31<sup>(a)(c)</sup> | 75 | &nbsp;&nbsp; 76956 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 5.35%, 09/06/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101069 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.14%), 6.34%, 05/31/35<sup>(a)(c)</sup> | 85 | &nbsp;&nbsp; 88901 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 6.50%, 03/09/29<sup>(c)</sup> | 70 | &nbsp;&nbsp; 72183 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 6.17%, 01/09/30<sup>(c)</sup> | 120 | &nbsp;&nbsp; 123989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.70%), 6.57%, 06/12/29<sup>(a)(c)</sup> | 28 | &nbsp;&nbsp; 28971 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.28%), 7.66%, 11/09/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 55001 |
| Santander U.K. Group Holdings PLC<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 6.53%, 01/10/29 | 200 | &nbsp;&nbsp; 206361 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.07%), 4.32%, 09/22/29 | 200 | &nbsp;&nbsp; 198124 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.58%), 5.14%, 09/22/36 | 200 | &nbsp;&nbsp; 193133 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.66%), 3.82%, 11/03/28 | 400 | &nbsp;&nbsp; 394852 |
| Standard Chartered Bank, 4.85%, 12/03/27 | 250 | &nbsp;&nbsp; 252172 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | 100 | &nbsp;&nbsp; 100729 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | 175 | &nbsp;&nbsp; 174541 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | 200 | &nbsp;&nbsp; 201049 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | 300 | &nbsp;&nbsp; 303812 |
| &nbsp;&nbsp;&nbsp; 3.91%, 01/13/28 | 25 | &nbsp;&nbsp; 24821 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | 125 | &nbsp;&nbsp; 126006 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | 75 | &nbsp;&nbsp; 75231 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | 175 | &nbsp;&nbsp; 179319 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | 75 | &nbsp;&nbsp; 74597 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | 100 | &nbsp;&nbsp; 101611 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | 75 | &nbsp;&nbsp; 75830 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30<sup>(a)</sup> | 125 | &nbsp;&nbsp; 126034 |
| &nbsp;&nbsp;&nbsp; 4.41%, 01/13/31 | 25 | &nbsp;&nbsp; 24759 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31<sup>(a)</sup> | 189 | &nbsp;&nbsp; 166694 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | 87 | &nbsp;&nbsp; 76905 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | 75 | &nbsp;&nbsp; 77034 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | 213 | &nbsp;&nbsp; 195907 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | 230 | &nbsp;&nbsp; 226129 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | 175 | &nbsp;&nbsp; 172174 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.50%), 5.15%, 09/10/34<sup>(c)</sup> | 120 | &nbsp;&nbsp; 120132 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; Series BKNT, 2.25%, 03/11/30 | 250 | &nbsp;&nbsp; 227023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.77%), <br> 4.42%, 07/24/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 249987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.91%), <br> 4.14%, 10/23/29<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 247620 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | 155 | &nbsp;&nbsp; 148571 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | 141 | &nbsp;&nbsp; 127170 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 1.89%, 06/07/29<sup>(c)</sup> | 171 | &nbsp;&nbsp; 161841 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.97%), 4.60%, 01/27/32<sup>(c)</sup> | 70 | &nbsp;&nbsp; 69254 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.07%, 05/20/31<sup>(c)</sup> | 125 | &nbsp;&nbsp; 126363 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.12%, 06/06/28<sup>(c)</sup> | 115 | &nbsp;&nbsp; 114503 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 4.96%, 10/23/36<sup>(c)</sup> | 125 | &nbsp;&nbsp; 121076 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.87%, 01/26/29<sup>(c)</sup> | 280 | &nbsp;&nbsp; 281842 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.15%, 08/05/32<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 101314 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.44%, 01/24/30<sup>(c)</sup> | 185 | &nbsp;&nbsp; 189358 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.12%, 01/26/34<sup>(c)</sup> | 180 | &nbsp;&nbsp; 179516 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.92%), 5.71%, 01/24/35<sup>(c)</sup> | 235 | &nbsp;&nbsp; 242413 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 4.92%, 07/28/33<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 98061 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.30%), 6.12%, 10/28/33<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 105721 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 5.87%, 06/08/34<sup>(c)</sup> | 245 | &nbsp;&nbsp; 255272 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.45%), 7.16%, 10/30/29<sup>(c)</sup> | 330 | &nbsp;&nbsp; 350735 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28<sup>(a)</sup> | $341 | &nbsp;&nbsp; $338521 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | 200 | &nbsp;&nbsp; 190977 |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30<sup>(a)</sup> | 141 | &nbsp;&nbsp; 123924 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.48%, 01/26/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98946 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.68%, 01/27/33<sup>(c)</sup> | 87 | &nbsp;&nbsp; 77343 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.05%, 02/12/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101457 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 5.03%, 01/26/37<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 98529 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.65%, 02/01/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 150686 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.10%, 07/23/30<sup>(c)</sup> | 135 | &nbsp;&nbsp; 137380 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 5.08%, 05/15/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152154 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.42%, 02/12/36<sup>(a)(c)</sup> | 120 | &nbsp;&nbsp; 122622 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.38%, 01/23/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204820 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 4.84%, 02/01/34<sup>(c)</sup> | 450 | &nbsp;&nbsp; 444725 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.55%, 07/22/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 260233 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.86%), 5.68%, 01/23/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206572 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.78%, 06/12/29<sup>(c)</sup> | 55 | &nbsp;&nbsp; 56572 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 5.85%, 10/21/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 210134 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.97%, 07/22/33<sup>(c)</sup> | 225 | &nbsp;&nbsp; 222543 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 5.84%, 06/12/34<sup>(c)</sup> | 150 | &nbsp;&nbsp; 156560 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 0.95%), 2.49%, 11/03/36<sup>(c)</sup> | 171 | &nbsp;&nbsp; 147836 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 197757 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA, (1-day SOFR + 0.91%), 4.73%, <br> 05/15/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 250909 |
| Wachovia Corp., 5.50%, 08/01/35 | 100 | &nbsp;&nbsp; 100909 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | 257 | &nbsp;&nbsp; 256670 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | 371 | &nbsp;&nbsp; 368915 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | 215 | &nbsp;&nbsp; 200979 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | 314 | &nbsp;&nbsp; 300466 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | 230 | &nbsp;&nbsp; 192843 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | 247 | &nbsp;&nbsp; 192802 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | 257 | &nbsp;&nbsp; 220608 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | 244 | &nbsp;&nbsp; 194259 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | 235 | &nbsp;&nbsp; 197002 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | 50 | &nbsp;&nbsp; 51534 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.74%), 4.18%, 01/23/30<sup>(c)</sup> | 240 | &nbsp;&nbsp; 237874 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.88%), 4.08%, 09/15/29<sup>(c)</sup> | 325 | &nbsp;&nbsp; 321425 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.71%, 04/22/28<sup>(c)</sup> | 390 | &nbsp;&nbsp; 395031 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.96%, 01/23/37<sup>(c)</sup> | 400 | &nbsp;&nbsp; 389657 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.24%, 01/24/31<sup>(c)</sup> | 330 | &nbsp;&nbsp; 336396 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.43%, 01/23/47<sup>(c)</sup> | 100 | &nbsp;&nbsp; 94754 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.89%, 09/15/36<sup>(c)</sup> | 325 | &nbsp;&nbsp; 316195 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.97%, 04/23/29<sup>(c)</sup> | 300 | &nbsp;&nbsp; 302601 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.21%, 12/03/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149337 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.20%, 01/23/30<sup>(c)</sup> | 425 | &nbsp;&nbsp; 431662 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.15%, 04/23/31<sup>(c)</sup> | 450 | &nbsp;&nbsp; 457689 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 3.35%, 03/02/33<sup>(c)</sup> | 537 | &nbsp;&nbsp; 493066 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.57%, 07/25/29<sup>(c)</sup> | 530 | &nbsp;&nbsp; 542175 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.61%, 04/23/36<sup>(c)</sup> | 375 | &nbsp;&nbsp; 383748 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.50%, 01/23/35<sup>(c)</sup> | 390 | &nbsp;&nbsp; 397000 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 6.30%, 10/23/29<sup>(c)</sup> | 185 | &nbsp;&nbsp; 192676 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.98%), 4.81%, 07/25/28<sup>(c)</sup> | 360 | &nbsp;&nbsp; 361494 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.56%, 07/25/34<sup>(c)</sup> | 490 | &nbsp;&nbsp; 502184 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.39%, 04/24/34<sup>(c)</sup> | 465 | &nbsp;&nbsp; 471964 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 6.49%, 10/23/34<sup>(c)</sup> | 415 | &nbsp;&nbsp; 449343 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 2.39%, 06/02/28<sup>(c)</sup> | 405 | &nbsp;&nbsp; 395303 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 4.90%, 07/25/33<sup>(c)</sup> | 550 | &nbsp;&nbsp; 547187 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.13%), 4.61%, 04/25/53<sup>(c)</sup> | 389 | &nbsp;&nbsp; 322527 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41<sup>(c)</sup> | 401 | &nbsp;&nbsp; 301052 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Wells Fargo & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.26%), 2.57%, <br> 02/11/31<sup>(c)</sup><br>| 407 | &nbsp;&nbsp; $376466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 2.88%, <br> 10/30/30<sup>(c)</sup><br>| 441 | &nbsp;&nbsp; 416074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 3.58%, <br> 05/22/28<sup>(c)</sup><br>| 457 | &nbsp;&nbsp; 452681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.03%), 4.48%, <br> 04/04/31<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 338054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.50%), 5.01%, <br> 04/04/51<sup>(c)</sup><br>| 683 | &nbsp;&nbsp; 601718 |
| &nbsp;&nbsp;&nbsp; Wells Fargo Bank NA, Series BKNT, 6.60%, <br> 01/15/38<sup>(a)</sup><br>| 250 | &nbsp;&nbsp; 273159 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | 150 | &nbsp;&nbsp; 149931 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | 250 | &nbsp;&nbsp; 255104 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28<sup>(a)</sup> | 87 | &nbsp;&nbsp; 85945 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | 100 | &nbsp;&nbsp; 103509 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | 171 | &nbsp;&nbsp; 161597 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | 100 | &nbsp;&nbsp; 102262 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30<sup>(a)</sup> | 138 | &nbsp;&nbsp; 130052 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30 | 100 | &nbsp;&nbsp; 99991 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | 240 | &nbsp;&nbsp; 215332 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/33 | 55 | &nbsp;&nbsp; 60035 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | 171 | &nbsp;&nbsp; 153333 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | 100 | &nbsp;&nbsp; 74092 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41 | 134 | &nbsp;&nbsp; 98432 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.62%, 11/20/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151768 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.68%), 5.41%, 08/10/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101302 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.53%), 3.02%, 11/18/36<sup>(c)</sup> | 141 | &nbsp;&nbsp; 126133 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.75%), 2.67%, 11/15/35<sup>(c)</sup> | 237 | &nbsp;&nbsp; 212883 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 4.11%, 07/24/34<sup>(c)</sup> | 150 | &nbsp;&nbsp; 146256 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA, (1-day SOFR + 1.16%), 4.70%, <br> 08/18/28<sup>(c)</sup><br>| 250 | &nbsp;&nbsp; 247774 |
|  |  | &nbsp;&nbsp; 76718159 |
| **Beverages — 0.4%** | **Beverages — 0.4%** | **Beverages — 0.4%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | 647 | &nbsp;&nbsp; 630160 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 982 | &nbsp;&nbsp; 884951 |
| Anheuser-Busch InBev Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97397 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | 112 | &nbsp;&nbsp; 98428 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | 137 | &nbsp;&nbsp; 122992 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | 348 | &nbsp;&nbsp; 352424 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 297 | &nbsp;&nbsp; 287001 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102275 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34<sup>(a)</sup> | 165 | &nbsp;&nbsp; 166889 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | 171 | &nbsp;&nbsp; 159216 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | 147 | &nbsp;&nbsp; 184736 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | 221 | &nbsp;&nbsp; 224518 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | 187 | &nbsp;&nbsp; 174442 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | 100 | &nbsp;&nbsp; 86290 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | 109 | &nbsp;&nbsp; 91390 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | 450 | &nbsp;&nbsp; 437027 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | 100 | &nbsp;&nbsp; 88157 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | 100 | &nbsp;&nbsp; 84457 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59<sup>(a)</sup> | 271 | &nbsp;&nbsp; 271653 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39679 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Brown-Forman Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | $87 | &nbsp;&nbsp; $76927 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45<sup>(a)</sup> | 75 | &nbsp;&nbsp; 63082 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | 87 | &nbsp;&nbsp; 85920 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48573 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 163371 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 171 | &nbsp;&nbsp; 160560 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | 87 | &nbsp;&nbsp; 84717 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30<sup>(a)</sup> | 220 | &nbsp;&nbsp; 198874 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | 158 | &nbsp;&nbsp; 141961 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | 291 | &nbsp;&nbsp; 260509 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 77255 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(a)</sup> | 150 | &nbsp;&nbsp; 150985 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | 171 | &nbsp;&nbsp; 124965 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41<sup>(a)</sup> | 87 | &nbsp;&nbsp; 65638 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | 150 | &nbsp;&nbsp; 123203 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | 171 | &nbsp;&nbsp; 103903 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | 140 | &nbsp;&nbsp; 91517 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | 257 | &nbsp;&nbsp; 150993 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | 100 | &nbsp;&nbsp; 95845 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | 150 | &nbsp;&nbsp; 142043 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | 75 | &nbsp;&nbsp; 42962 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | 200 | &nbsp;&nbsp; 190235 |
| Coca-Cola Consolidated, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 | 50 | &nbsp;&nbsp; 51110 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 50 | &nbsp;&nbsp; 51256 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | 150 | &nbsp;&nbsp; 140695 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | 150 | &nbsp;&nbsp; 124957 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/35 | 150 | &nbsp;&nbsp; 148318 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 | 171 | &nbsp;&nbsp; 169189 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | 100 | &nbsp;&nbsp; 98552 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | 25 | &nbsp;&nbsp; 25147 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | 171 | &nbsp;&nbsp; 163637 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | 100 | &nbsp;&nbsp; 93574 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 | 25 | &nbsp;&nbsp; 25145 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31<sup>(a)</sup> | 326 | &nbsp;&nbsp; 287551 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33 | 60 | &nbsp;&nbsp; 59191 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48266 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48<sup>(a)</sup> | 87 | &nbsp;&nbsp; 66613 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48<sup>(a)</sup> | 75 | &nbsp;&nbsp; 67406 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 62691 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | 200 | &nbsp;&nbsp; 203176 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | 200 | &nbsp;&nbsp; 181226 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | 200 | &nbsp;&nbsp; 172528 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | 200 | &nbsp;&nbsp; 206504 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | 200 | &nbsp;&nbsp; 208146 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43<sup>(a)</sup> | 74 | &nbsp;&nbsp; 58777 |
| Diageo Investment Corp., 4.25%, 05/11/42<sup>(a)</sup> | 87 | &nbsp;&nbsp; 74174 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/10/43<sup>(a)</sup> | 150 | &nbsp;&nbsp; 129150 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 | 150 | &nbsp;&nbsp; 107629 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | 50 | &nbsp;&nbsp; 49334 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | 50 | &nbsp;&nbsp; 49821 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | 150 | &nbsp;&nbsp; 149954 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 100 | &nbsp;&nbsp; 101088 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | 140 | &nbsp;&nbsp; 137148 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | 87 | &nbsp;&nbsp; 81575 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Keurig Dr. Pepper, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 50 | &nbsp;&nbsp; $49480 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | 71 | &nbsp;&nbsp; 67169 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | 50 | &nbsp;&nbsp; 49574 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48732 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | 100 | &nbsp;&nbsp; 80790 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | 87 | &nbsp;&nbsp; 68097 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | 87 | &nbsp;&nbsp; 60617 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51<sup>(a)</sup> | 87 | &nbsp;&nbsp; 55776 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52<sup>(a)</sup> | 122 | &nbsp;&nbsp; 95171 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | 50 | &nbsp;&nbsp; 50548 |
| &nbsp;&nbsp;&nbsp; Series 31, 2.25%, 03/15/31 | 87 | &nbsp;&nbsp; 76848 |
| Maple Parent Holdings Corp.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/26/29 | 50 | &nbsp;&nbsp; 49992 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/26/31 | 50 | &nbsp;&nbsp; 49789 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/26/36 | 50 | &nbsp;&nbsp; 49679 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/26/56 | 50 | &nbsp;&nbsp; 49511 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42<sup>(a)</sup> | 170 | &nbsp;&nbsp; 152749 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | 187 | &nbsp;&nbsp; 146036 |
| Pepsico Singapore Financing I Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 | 50 | &nbsp;&nbsp; 50508 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/16/34 | 50 | &nbsp;&nbsp; 49734 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | 162 | &nbsp;&nbsp; 159533 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | 50 | &nbsp;&nbsp; 50401 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | 100 | &nbsp;&nbsp; 99223 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | 60 | &nbsp;&nbsp; 60491 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | 75 | &nbsp;&nbsp; 74957 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | 75 | &nbsp;&nbsp; 75721 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | 171 | &nbsp;&nbsp; 162581 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | 100 | &nbsp;&nbsp; 101299 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | 341 | &nbsp;&nbsp; 322274 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | 104 | &nbsp;&nbsp; 93656 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50127 |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/25/31<sup>(a)</sup> | 206 | &nbsp;&nbsp; 179718 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | 169 | &nbsp;&nbsp; 148939 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | 70 | &nbsp;&nbsp; 67801 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 | 75 | &nbsp;&nbsp; 75536 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33 | 60 | &nbsp;&nbsp; 60209 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | 75 | &nbsp;&nbsp; 75520 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35 | 130 | &nbsp;&nbsp; 131612 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | 175 | &nbsp;&nbsp; 177096 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | 25 | &nbsp;&nbsp; 24126 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | 87 | &nbsp;&nbsp; 62310 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | 300 | &nbsp;&nbsp; 260470 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46<sup>(a)</sup> | 89 | &nbsp;&nbsp; 65968 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | 50 | &nbsp;&nbsp; 40116 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | 75 | &nbsp;&nbsp; 52888 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | 87 | &nbsp;&nbsp; 56099 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | 121 | &nbsp;&nbsp; 89253 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | 157 | &nbsp;&nbsp; 96350 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | 25 | &nbsp;&nbsp; 20115 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | 60 | &nbsp;&nbsp; 51820 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72117 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | 150 | &nbsp;&nbsp; 111440 |
|  |  | &nbsp;&nbsp; 15292214 |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | 100 | &nbsp;&nbsp; 98438 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | 430 | &nbsp;&nbsp; 436302 |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | 150 | &nbsp;&nbsp; 141433 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Amgen, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | $330 | &nbsp;&nbsp; $326910 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | 100 | &nbsp;&nbsp; 92866 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | 345 | &nbsp;&nbsp; 354258 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/19/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 73972 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 | 200 | &nbsp;&nbsp; 180592 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | 240 | &nbsp;&nbsp; 207682 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | 73 | &nbsp;&nbsp; 67973 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | 330 | &nbsp;&nbsp; 318484 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | 365 | &nbsp;&nbsp; 374573 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/19/36 | 50 | &nbsp;&nbsp; 49127 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | 100 | &nbsp;&nbsp; 109032 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | 171 | &nbsp;&nbsp; 132999 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41<sup>(a)</sup> | 189 | &nbsp;&nbsp; 136202 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | 141 | &nbsp;&nbsp; 130405 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | 87 | &nbsp;&nbsp; 82482 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43<sup>(a)</sup> | 330 | &nbsp;&nbsp; 325260 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | 250 | &nbsp;&nbsp; 210866 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/46 | 125 | &nbsp;&nbsp; 120030 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | 87 | &nbsp;&nbsp; 72915 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | 171 | &nbsp;&nbsp; 120333 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | 400 | &nbsp;&nbsp; 335587 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52<sup>(a)</sup> | 240 | &nbsp;&nbsp; 154216 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | 60 | &nbsp;&nbsp; 46619 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | 115 | &nbsp;&nbsp; 99622 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | 495 | &nbsp;&nbsp; 479428 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | 71 | &nbsp;&nbsp; 41920 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/19/56 | 30 | &nbsp;&nbsp; 29083 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | 225 | &nbsp;&nbsp; 174043 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | 310 | &nbsp;&nbsp; 298191 |
| Baxalta, Inc., 5.25%, 06/23/45 | 78 | &nbsp;&nbsp; 72603 |
| Biogen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | 238 | &nbsp;&nbsp; 217396 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/31 | 50 | &nbsp;&nbsp; 50978 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | 150 | &nbsp;&nbsp; 155122 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | 150 | &nbsp;&nbsp; 134933 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | 193 | &nbsp;&nbsp; 121628 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | 54 | &nbsp;&nbsp; 34167 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | 50 | &nbsp;&nbsp; 51884 |
| Bio-Rad Laboratories, Inc., 3.70%, 03/15/32 | 117 | &nbsp;&nbsp; 108672 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | 62 | &nbsp;&nbsp; 59420 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 60 | &nbsp;&nbsp; 61116 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | 183 | &nbsp;&nbsp; 163003 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | 50 | &nbsp;&nbsp; 51710 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75773 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | 231 | &nbsp;&nbsp; 225733 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | 100 | &nbsp;&nbsp; 92199 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | 100 | &nbsp;&nbsp; 72379 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | 181 | &nbsp;&nbsp; 184177 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | 189 | &nbsp;&nbsp; 170561 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | 125 | &nbsp;&nbsp; 107939 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | 407 | &nbsp;&nbsp; 360612 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | 197 | &nbsp;&nbsp; 159374 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50<sup>(a)</sup> | 200 | &nbsp;&nbsp; 123937 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53<sup>(a)</sup> | 105 | &nbsp;&nbsp; 102100 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72707 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | 75 | &nbsp;&nbsp; 72644 |
| Illumina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | 100 | &nbsp;&nbsp; 101942 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/12/30 | 50 | &nbsp;&nbsp; 49742 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Illumina, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | 55 | &nbsp;&nbsp; $49264 |
| Regeneron Pharmaceuticals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 140 | &nbsp;&nbsp; 124091 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 | 94 | &nbsp;&nbsp; 56896 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | 257 | &nbsp;&nbsp; 247755 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | 50 | &nbsp;&nbsp; 50900 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | 100 | &nbsp;&nbsp; 90068 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 | 50 | &nbsp;&nbsp; 49338 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | 84 | &nbsp;&nbsp; 73202 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | 50 | &nbsp;&nbsp; 50412 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | 100 | &nbsp;&nbsp; 98693 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | 121 | &nbsp;&nbsp; 91739 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | 150 | &nbsp;&nbsp; 101224 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | 87 | &nbsp;&nbsp; 56372 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | 50 | &nbsp;&nbsp; 48004 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | 50 | &nbsp;&nbsp; 48632 |
|  |  | &nbsp;&nbsp; 10312884 |
| **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 | 225 | &nbsp;&nbsp; 225565 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/28 | 25 | &nbsp;&nbsp; 25148 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | 100 | &nbsp;&nbsp; 101094 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/35 | 100 | &nbsp;&nbsp; 101689 |
| Carlisle Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | 100 | &nbsp;&nbsp; 98777 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | 189 | &nbsp;&nbsp; 176630 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | 75 | &nbsp;&nbsp; 64613 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74996 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | 200 | &nbsp;&nbsp; 186783 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 45841 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | 96 | &nbsp;&nbsp; 101285 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | 171 | &nbsp;&nbsp; 134698 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | 201 | &nbsp;&nbsp; 143654 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 78370 |
| CRH America Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 | 100 | &nbsp;&nbsp; 98547 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 | 200 | &nbsp;&nbsp; 203647 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | 200 | &nbsp;&nbsp; 204314 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | 100 | &nbsp;&nbsp; 98172 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56<sup>(a)</sup> | 80 | &nbsp;&nbsp; 76795 |
| CRH SMW Finance DAC, 5.13%, 01/09/30 | 200 | &nbsp;&nbsp; 203450 |
| Eagle Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/31 | 67 | &nbsp;&nbsp; 59839 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/36<sup>(a)</sup> | 125 | &nbsp;&nbsp; 119688 |
| Fortune Brands Innovations, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29<sup>(a)</sup> | 87 | &nbsp;&nbsp; 82942 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | 75 | &nbsp;&nbsp; 70608 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33<sup>(a)</sup> | 38 | &nbsp;&nbsp; 39354 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/25/52<sup>(a)</sup> | 87 | &nbsp;&nbsp; 67656 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47<sup>(a)</sup> | 87 | &nbsp;&nbsp; 73172 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(d)</sup> | 64 | &nbsp;&nbsp; 53671 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | 50 | &nbsp;&nbsp; 51654 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 70 | &nbsp;&nbsp; 62131 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31<sup>(a)</sup> | 121 | &nbsp;&nbsp; 105398 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | 65 | &nbsp;&nbsp; 65249 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Lennox International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | 50 | &nbsp;&nbsp; $48341 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | 60 | &nbsp;&nbsp; 61119 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 87 | &nbsp;&nbsp; 86025 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/30 | 171 | &nbsp;&nbsp; 158169 |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | 58 | &nbsp;&nbsp; 51622 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | 55 | &nbsp;&nbsp; 55020 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | 87 | &nbsp;&nbsp; 69543 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | 75 | &nbsp;&nbsp; 48629 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | 120 | &nbsp;&nbsp; 112810 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | 65 | &nbsp;&nbsp; 61515 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 | 50 | &nbsp;&nbsp; 44440 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; 76662 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | 73 | &nbsp;&nbsp; 46390 |
| Mohawk Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | 50 | &nbsp;&nbsp; 51441 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 75 | &nbsp;&nbsp; 71894 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | 25 | &nbsp;&nbsp; 25297 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | 50 | &nbsp;&nbsp; 49148 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 | 50 | &nbsp;&nbsp; 47973 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | 75 | &nbsp;&nbsp; 72603 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34<sup>(a)</sup> | 55 | &nbsp;&nbsp; 56856 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48<sup>(a)</sup> | 171 | &nbsp;&nbsp; 137357 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74017 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 296280 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | 30 | &nbsp;&nbsp; 26696 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | 87 | &nbsp;&nbsp; 73523 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | 80 | &nbsp;&nbsp; 79257 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | 87 | &nbsp;&nbsp; 71571 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 | 171 | &nbsp;&nbsp; 170438 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | 40 | &nbsp;&nbsp; 40608 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 75 | &nbsp;&nbsp; 71893 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | 75 | &nbsp;&nbsp; 76195 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 87 | &nbsp;&nbsp; 72067 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | 100 | &nbsp;&nbsp; 85277 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54<sup>(a)</sup> | 85 | &nbsp;&nbsp; 82412 |
|  |  | &nbsp;&nbsp; 5948518 |
| **Building Products — 0.3%** | **Building Products — 0.3%** | **Building Products — 0.3%** |
| Ferguson Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | 50 | &nbsp;&nbsp; 49158 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | 100 | &nbsp;&nbsp; 98819 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | 140 | &nbsp;&nbsp; 137798 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | 79 | &nbsp;&nbsp; 78029 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | 130 | &nbsp;&nbsp; 131254 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | 87 | &nbsp;&nbsp; 85508 |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28<sup>(a)</sup> | 117 | &nbsp;&nbsp; 110234 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | 87 | &nbsp;&nbsp; 82047 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | 35 | &nbsp;&nbsp; 34777 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | 78 | &nbsp;&nbsp; 77690 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 50 | &nbsp;&nbsp; 50948 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | 402 | &nbsp;&nbsp; 386765 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | 270 | &nbsp;&nbsp; 274150 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 175 | &nbsp;&nbsp; 164634 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39479 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| Home Depot, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | 275 | &nbsp;&nbsp; $237614 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31<sup>(a)</sup> | 105 | &nbsp;&nbsp; 107336 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | 87 | &nbsp;&nbsp; 76147 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | 266 | &nbsp;&nbsp; 248289 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199712 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | 320 | &nbsp;&nbsp; 322317 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | 175 | &nbsp;&nbsp; 170616 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | 274 | &nbsp;&nbsp; 291684 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | 189 | &nbsp;&nbsp; 151002 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | 87 | &nbsp;&nbsp; 87257 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 87 | &nbsp;&nbsp; 91564 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | 130 | &nbsp;&nbsp; 109808 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | 100 | &nbsp;&nbsp; 91318 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | 164 | &nbsp;&nbsp; 139070 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | 171 | &nbsp;&nbsp; 141365 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | 171 | &nbsp;&nbsp; 132213 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | 171 | &nbsp;&nbsp; 143555 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | 104 | &nbsp;&nbsp; 68904 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 150 | &nbsp;&nbsp; 103527 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | 155 | &nbsp;&nbsp; 86799 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | 87 | &nbsp;&nbsp; 52390 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | 177 | &nbsp;&nbsp; 126338 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52<sup>(a)</sup> | 80 | &nbsp;&nbsp; 71342 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54<sup>(a)</sup> | 175 | &nbsp;&nbsp; 163572 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | 150 | &nbsp;&nbsp; 102339 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64<sup>(a)</sup> | 50 | &nbsp;&nbsp; 46941 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 | 75 | &nbsp;&nbsp; 74410 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | 200 | &nbsp;&nbsp; 197615 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | 125 | &nbsp;&nbsp; 124570 |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28<sup>(a)</sup> | 96 | &nbsp;&nbsp; 90453 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 | 97 | &nbsp;&nbsp; 91160 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28<sup>(a)</sup> | 125 | &nbsp;&nbsp; 123967 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | 162 | &nbsp;&nbsp; 158465 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 171 | &nbsp;&nbsp; 171132 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | 154 | &nbsp;&nbsp; 135694 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | 125 | &nbsp;&nbsp; 122680 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | 171 | &nbsp;&nbsp; 155372 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | 403 | &nbsp;&nbsp; 381338 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32<sup>(a)</sup> | 125 | &nbsp;&nbsp; 122851 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | 100 | &nbsp;&nbsp; 100521 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75857 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 121729 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | 171 | &nbsp;&nbsp; 161612 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | 72 | &nbsp;&nbsp; 50702 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 71 | &nbsp;&nbsp; 57961 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | 227 | &nbsp;&nbsp; 167195 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | 150 | &nbsp;&nbsp; 115041 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | 111 | &nbsp;&nbsp; 68583 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | 171 | &nbsp;&nbsp; 116115 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | 167 | &nbsp;&nbsp; 128000 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53<sup>(a)</sup> | 220 | &nbsp;&nbsp; 207982 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53 | 25 | &nbsp;&nbsp; 24092 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | 155 | &nbsp;&nbsp; 117312 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62<sup>(a)</sup> | 120 | &nbsp;&nbsp; 113993 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | 110 | &nbsp;&nbsp; 105294 |
|  |  | &nbsp;&nbsp; 9046005 |
| **Capital Markets — 0.6%** | **Capital Markets — 0.6%** | **Capital Markets — 0.6%** |
| Affiliated Managers Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 | 50 | &nbsp;&nbsp; 46853 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Affiliated Managers Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/36 | $75 | &nbsp;&nbsp; $73927 |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | 25 | &nbsp;&nbsp; 25831 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | 50 | &nbsp;&nbsp; 49578 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50872 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 | 100 | &nbsp;&nbsp; 99730 |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/08/28<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49379 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102319 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30 | 75 | &nbsp;&nbsp; 73820 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/23/31<sup>(b)</sup> | 125 | &nbsp;&nbsp; 121941 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101168 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32 | 50 | &nbsp;&nbsp; 50192 |
| Apollo Global Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | 50 | &nbsp;&nbsp; 49530 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | 75 | &nbsp;&nbsp; 79436 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72638 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/30/36 | 50 | &nbsp;&nbsp; 50044 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/21/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 93140 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | 50 | &nbsp;&nbsp; 48680 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | 178 | &nbsp;&nbsp; 168070 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | 235 | &nbsp;&nbsp; 236667 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | 200 | &nbsp;&nbsp; 200987 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/12/31 | 25 | &nbsp;&nbsp; 24167 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | 137 | &nbsp;&nbsp; 118555 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98664 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | 70 | &nbsp;&nbsp; 68752 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | 25 | &nbsp;&nbsp; 24037 |
| Ares Management Corp., 5.60%, 10/11/54<sup>(a)</sup> | 85 | &nbsp;&nbsp; 74872 |
| Bain Capital Specialty Finance, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/30 | 50 | &nbsp;&nbsp; 48408 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/01/31 | 50 | &nbsp;&nbsp; 47701 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | 155 | &nbsp;&nbsp; 153680 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | 75 | &nbsp;&nbsp; 74075 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | 75 | &nbsp;&nbsp; 74671 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | 75 | &nbsp;&nbsp; 70908 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | 118 | &nbsp;&nbsp; 116858 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | 171 | &nbsp;&nbsp; 164764 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 | 75 | &nbsp;&nbsp; 66093 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | 76 | &nbsp;&nbsp; 66254 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32<sup>(a)</sup> | 87 | &nbsp;&nbsp; 78523 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.63%), 4.03%, 01/22/30<sup>(c)</sup> | 70 | &nbsp;&nbsp; 69299 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.68%), 4.44%, 06/09/28<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75099 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.89%, 07/21/28<sup>(c)</sup> | 100 | &nbsp;&nbsp; 100780 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.94%, 02/11/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.98%, 03/14/30<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152521 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 3.99%, 06/13/28<sup>(c)</sup> | 125 | &nbsp;&nbsp; 124447 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.54%, 02/01/29<sup>(c)</sup> | 125 | &nbsp;&nbsp; 125624 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.06%, 07/22/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101934 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 5.23%, 11/20/35<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76063 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 5.32%, 06/06/36<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50698 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 4.29%, 06/13/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 97366 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.19%, 03/14/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152087 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 4.71%, 02/01/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98812 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 6.32%, 10/25/29<sup>(c)</sup> | 75 | &nbsp;&nbsp; 78524 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.60%, 07/26/30<sup>(c)</sup> | 115 | &nbsp;&nbsp; 115627 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 5.61%, 07/21/39<sup>(c)</sup> | 25 | &nbsp;&nbsp; 25442 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 6.47%, 10/25/34<sup>(c)</sup> | 125 | &nbsp;&nbsp; 136628 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.80%), 5.80%, 10/25/28<sup>(c)</sup> | 80 | &nbsp;&nbsp; 81790 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Bank of New York Mellon Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.07%), 5.83%, 10/25/33<sup>(c)</sup> | $180 | &nbsp;&nbsp; $190802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 1.61%), 4.97%, <br> 04/26/34<sup>(c)</sup><br>| 125 | &nbsp;&nbsp; 125320 |
| Barings BDC, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/28 | 35 | &nbsp;&nbsp; 34198 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29 | 35 | &nbsp;&nbsp; 35289 |
| Barings Private Credit Corp., 6.15%, 06/11/30<sup>(b)</sup> | 50 | &nbsp;&nbsp; 48389 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | 25 | &nbsp;&nbsp; 25793 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 | 75 | &nbsp;&nbsp; 76282 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 | 25 | &nbsp;&nbsp; 25512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 | 100 | &nbsp;&nbsp; 94079 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 | 250 | &nbsp;&nbsp; 246306 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/22/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48636 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | 50 | &nbsp;&nbsp; 47646 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 | 25 | &nbsp;&nbsp; 23570 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31 | 25 | &nbsp;&nbsp; 24695 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/12/31 | 25 | &nbsp;&nbsp; 23745 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 | 100 | &nbsp;&nbsp; 96978 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/22/34<sup>(a)</sup> | 150 | &nbsp;&nbsp; 140228 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | 50 | &nbsp;&nbsp; 50165 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | 25 | &nbsp;&nbsp; 24811 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 | 210 | &nbsp;&nbsp; 195340 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72578 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/31/31<sup>(a)</sup> | 55 | &nbsp;&nbsp; 52673 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/13/27<sup>(a)</sup> | 70 | &nbsp;&nbsp; 67956 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | 100 | &nbsp;&nbsp; 92959 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/29<sup>(a)</sup> | 125 | &nbsp;&nbsp; 123497 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30<sup>(a)</sup> | 60 | &nbsp;&nbsp; 59133 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 | 75 | &nbsp;&nbsp; 76832 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204664 |
| &nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 | 50 | &nbsp;&nbsp; 49810 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/30<sup>(a)</sup> | 150 | &nbsp;&nbsp; 144635 |
| &nbsp;&nbsp;&nbsp; 6.65%, 03/15/31<sup>(a)</sup> | 90 | &nbsp;&nbsp; 88770 |
| Blue Owl Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 | 100 | &nbsp;&nbsp; 86228 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/32 | 50 | &nbsp;&nbsp; 44513 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34<sup>(a)</sup> | 120 | &nbsp;&nbsp; 115366 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/07/51<sup>(a)</sup> | 50 | &nbsp;&nbsp; 32932 |
| Blue Owl Technology Finance Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/28 | 100 | &nbsp;&nbsp; 98832 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/04/29 | 75 | &nbsp;&nbsp; 73807 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/23/31 | 50 | &nbsp;&nbsp; 47159 |
| Brookfield Asset Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 | 50 | &nbsp;&nbsp; 49556 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 | 100 | &nbsp;&nbsp; 101892 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/36 | 50 | &nbsp;&nbsp; 48854 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/55 | 100 | &nbsp;&nbsp; 98791 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield Finance, <br> Inc., 2.34%, 01/30/32<br>| 86 | &nbsp;&nbsp; 73944 |
| Capital Southwest Corp., 5.95%, 09/18/30 | 50 | &nbsp;&nbsp; 49031 |
| Carlyle Secured Lending, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/18/30 | 35 | &nbsp;&nbsp; 34678 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/31 | 35 | &nbsp;&nbsp; 33052 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 171 | &nbsp;&nbsp; 168231 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 140 | &nbsp;&nbsp; 134298 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | 50 | &nbsp;&nbsp; 49803 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Charles Schwab Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29<sup>(a)</sup> | $70 | &nbsp;&nbsp; $68098 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | 120 | &nbsp;&nbsp; 113714 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | 200 | &nbsp;&nbsp; 202876 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | 87 | &nbsp;&nbsp; 75808 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 171 | &nbsp;&nbsp; 153816 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 87035 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32<sup>(a)</sup> | 140 | &nbsp;&nbsp; 126747 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.94%), 4.34%, 11/14/31<sup>(c)</sup> | 85 | &nbsp;&nbsp; 84054 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.91%, 11/14/36<sup>(c)</sup> | 75 | &nbsp;&nbsp; 72901 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.20%, 11/17/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 104514 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 6.14%, 08/24/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 106439 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 5.85%, 05/19/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 315080 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/17/30 | 104 | &nbsp;&nbsp; 92479 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/51 | 40 | &nbsp;&nbsp; 26528 |
| Credit Suisse USA LLC, 7.13%, 07/15/32<sup>(a)</sup> | 200 | &nbsp;&nbsp; 223420 |
| Franklin Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 | 100 | &nbsp;&nbsp; 88036 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/12/51<sup>(a)</sup> | 75 | &nbsp;&nbsp; 46191 |
| Goldman Sachs BDC, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/28/29 | 50 | &nbsp;&nbsp; 48563 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 | 45 | &nbsp;&nbsp; 43254 |
| Goldman Sachs Private Credit Corp.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/23/28<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24619 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49869 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/29 | 75 | &nbsp;&nbsp; 73719 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/30 | 65 | &nbsp;&nbsp; 64211 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/31/31 | 75 | &nbsp;&nbsp; 72765 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | 25 | &nbsp;&nbsp; 25569 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | 225 | &nbsp;&nbsp; 224271 |
| Golub Capital Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/28 | 75 | &nbsp;&nbsp; 73965 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 | 60 | &nbsp;&nbsp; 59094 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98168 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/31<sup>(b)</sup> | 25 | &nbsp;&nbsp; 23857 |
| HA Sustainable Infrastructure Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25446 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | 75 | &nbsp;&nbsp; 75497 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | 25 | &nbsp;&nbsp; 25672 |
| Invesco Finance PLC, 5.38%, 11/30/43 | 87 | &nbsp;&nbsp; 82525 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings, Inc., 5.45%, <br> 09/10/34<br>| 25 | &nbsp;&nbsp; 24926 |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 | 120 | &nbsp;&nbsp; 122528 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | 171 | &nbsp;&nbsp; 164858 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | 121 | &nbsp;&nbsp; 105232 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | 141 | &nbsp;&nbsp; 119394 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/14/34<sup>(a)</sup> | 325 | &nbsp;&nbsp; 331439 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/36 | 100 | &nbsp;&nbsp; 95979 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/20/43<sup>(a)</sup> | 30 | &nbsp;&nbsp; 29142 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | 100 | &nbsp;&nbsp; 99545 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31<sup>(a)</sup> | 200 | &nbsp;&nbsp; 207753 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/35<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24946 |
| Legg Mason, Inc., 5.63%, 01/15/44 | 109 | &nbsp;&nbsp; 105352 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | 100 | &nbsp;&nbsp; 104770 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | 100 | &nbsp;&nbsp; 100733 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | 100 | &nbsp;&nbsp; 100435 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | 50 | &nbsp;&nbsp; 49572 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | 100 | &nbsp;&nbsp; 99604 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | $25 | &nbsp;&nbsp; $25214 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | 50 | &nbsp;&nbsp; 49670 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 | 50 | &nbsp;&nbsp; 51446 |
| Marex Group PLC, 5.83%, 05/08/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101079 |
| Morgan Stanley Direct Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/17/29<sup>(a)</sup> | 45 | &nbsp;&nbsp; 45258 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/30 | 50 | &nbsp;&nbsp; 49161 |
| MSD Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/31/30 | 60 | &nbsp;&nbsp; 58659 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/05/31<sup>(b)</sup> | 75 | &nbsp;&nbsp; 72730 |
| New Mountain Finance Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/27 | 25 | &nbsp;&nbsp; 24879 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/01/29 | 35 | &nbsp;&nbsp; 34902 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | 200 | &nbsp;&nbsp; 202053 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | 200 | &nbsp;&nbsp; 204283 |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | 200 | &nbsp;&nbsp; 189492 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | 222 | &nbsp;&nbsp; 210809 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | 200 | &nbsp;&nbsp; 205425 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | 200 | &nbsp;&nbsp; 188587 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | 200 | &nbsp;&nbsp; 199908 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | 200 | &nbsp;&nbsp; 178369 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 205431 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201345 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.30%), 5.04%, 06/10/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 194011 |
| &nbsp;&nbsp;&nbsp; North Haven Private Income Fund LLC, 5.75%, <br> 02/01/30<br>| 50 | &nbsp;&nbsp; 47954 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | 152 | &nbsp;&nbsp; 151819 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | 87 | &nbsp;&nbsp; 86333 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | 87 | &nbsp;&nbsp; 84230 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | 150 | &nbsp;&nbsp; 136513 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/30 | 55 | &nbsp;&nbsp; 54506 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | 130 | &nbsp;&nbsp; 138622 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.39%), 3.38%, 05/08/32<sup>(a)(c)</sup> | 50 | &nbsp;&nbsp; 49303 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.05%), 5.12%, 11/19/40<sup>(c)</sup> | 70 | &nbsp;&nbsp; 68153 |
| &nbsp;&nbsp;&nbsp; Nuveen Churchill Direct Lending Corp., 6.65%, <br> 03/15/30<sup>(a)</sup><br>| 35 | &nbsp;&nbsp; 34750 |
| Oaktree Specialty Lending Corp., 7.10%, 02/15/29 | 100 | &nbsp;&nbsp; 100663 |
| Raymond James Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | 95 | &nbsp;&nbsp; 92515 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | 87 | &nbsp;&nbsp; 77332 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | 100 | &nbsp;&nbsp; 71384 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94653 |
| Sixth Street Lending Partners |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98499 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/30 | 150 | &nbsp;&nbsp; 149121 |
| Sixth Street Specialty Lending, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/29 | 50 | &nbsp;&nbsp; 50416 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30 | 50 | &nbsp;&nbsp; 49285 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 200371 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | 150 | &nbsp;&nbsp; 151005 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 70180 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | 75 | &nbsp;&nbsp; 75914 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | 75 | &nbsp;&nbsp; 76180 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | 100 | &nbsp;&nbsp; 89471 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.54%, 04/24/28<sup>(c)</sup> | 130 | &nbsp;&nbsp; 130262 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.62%, 02/07/33<sup>(c)</sup> | 92 | &nbsp;&nbsp; 81872 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 4.53%, 02/20/29<sup>(c)</sup> | 125 | &nbsp;&nbsp; 125702 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.68%, 10/22/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99901 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.15%, 02/28/36<sup>(c)</sup> | 75 | &nbsp;&nbsp; 75168 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| State Street Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.78%, 10/23/36<sup>(c)</sup> | 125 | &nbsp;&nbsp; $121493 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.48%), 5.68%, 11/21/29<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 103454 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.03%, 11/01/34<sup>(c)</sup> | 70 | &nbsp;&nbsp; 65896 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 4.82%, 01/26/34<sup>(c)</sup> | 80 | &nbsp;&nbsp; 79563 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.42%, 05/13/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98069 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.82%, 11/04/28<sup>(c)</sup> | 60 | &nbsp;&nbsp; 61324 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.16%, 08/04/33<sup>(c)</sup> | 75 | &nbsp;&nbsp; 72353 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 5.16%, 05/18/34<sup>(c)</sup> | 60 | &nbsp;&nbsp; 60750 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.96%), 6.12%, 11/21/34<sup>(c)</sup> | 50 | &nbsp;&nbsp; 52834 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 3.15%, 03/30/31<sup>(c)</sup> | 171 | &nbsp;&nbsp; 162905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.29%), 4.14%, <br> 12/03/29<sup>(a)(c)</sup><br>| 50 | &nbsp;&nbsp; 49816 |
| Stifel Financial Corp., 4.00%, 05/15/30 | 100 | &nbsp;&nbsp; 97108 |
| TPG Operating Group II LP, 5.38%, 01/15/36 | 100 | &nbsp;&nbsp; 96710 |
| Voya Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/34<sup>(a)</sup> | 40 | &nbsp;&nbsp; 38935 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/02/36<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24149 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | 87 | &nbsp;&nbsp; 82946 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | 35 | &nbsp;&nbsp; 29676 |
|  |  | &nbsp;&nbsp; 20674549 |
| **Chemicals — 0.2%** | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | 73 | &nbsp;&nbsp; 71268 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | 25 | &nbsp;&nbsp; 25083 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100975 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | 75 | &nbsp;&nbsp; 68289 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31 | 100 | &nbsp;&nbsp; 101387 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/11/32 | 25 | &nbsp;&nbsp; 25325 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | 70 | &nbsp;&nbsp; 70525 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34<sup>(a)</sup> | 150 | &nbsp;&nbsp; 150179 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | 87 | &nbsp;&nbsp; 64001 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | 111 | &nbsp;&nbsp; 68688 |
| Albemarle Corp., 5.05%, 06/01/32<sup>(a)</sup> | 23 | &nbsp;&nbsp; 23082 |
| Cabot Corp., 5.00%, 06/30/32 | 100 | &nbsp;&nbsp; 99907 |
| CF Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 87 | &nbsp;&nbsp; 86457 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/26/35 | 125 | &nbsp;&nbsp; 124495 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | 87 | &nbsp;&nbsp; 77619 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44<sup>(a)</sup> | 87 | &nbsp;&nbsp; 81058 |
| Dow Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 | 75 | &nbsp;&nbsp; 75230 |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 | 125 | &nbsp;&nbsp; 109902 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 50 | &nbsp;&nbsp; 49376 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 52436 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 73162 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | 50 | &nbsp;&nbsp; 45411 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49294 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49531 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | 69 | &nbsp;&nbsp; 87387 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | 74 | &nbsp;&nbsp; 65002 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | 87 | &nbsp;&nbsp; 68182 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | 50 | &nbsp;&nbsp; 39490 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48<sup>(a)</sup> | 121 | &nbsp;&nbsp; 104509 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49<sup>(a)</sup> | 100 | &nbsp;&nbsp; 77363 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50<sup>(a)</sup> | 137 | &nbsp;&nbsp; 88100 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(a)</sup> | 150 | &nbsp;&nbsp; 153122 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | 125 | &nbsp;&nbsp; 107489 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 45278 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(b)</sup> | 111 | &nbsp;&nbsp; 111419 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| DuPont de Nemours, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | $130 | &nbsp;&nbsp; $128076 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | 55 | &nbsp;&nbsp; 50899 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 71 | &nbsp;&nbsp; 71037 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 | 150 | &nbsp;&nbsp; 151376 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/31 | 50 | &nbsp;&nbsp; 48888 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 41345 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/20/34 | 75 | &nbsp;&nbsp; 76046 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | 87 | &nbsp;&nbsp; 76141 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44<sup>(a)</sup> | 71 | &nbsp;&nbsp; 59485 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | 75 | &nbsp;&nbsp; 76360 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | 87 | &nbsp;&nbsp; 88375 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 | 140 | &nbsp;&nbsp; 120996 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32<sup>(a)</sup> | 171 | &nbsp;&nbsp; 150045 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 | 70 | &nbsp;&nbsp; 70079 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/08/41 | 50 | &nbsp;&nbsp; 50811 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 25 | &nbsp;&nbsp; 19828 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50<sup>(a)</sup> | 90 | &nbsp;&nbsp; 48271 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | 124 | &nbsp;&nbsp; 74397 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | 50 | &nbsp;&nbsp; 29368 |
| EIDP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/15/30<sup>(a)</sup> | 140 | &nbsp;&nbsp; 128812 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 50 | &nbsp;&nbsp; 50719 |
| International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | 57 | &nbsp;&nbsp; 56824 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | 57 | &nbsp;&nbsp; 44817 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | 87 | &nbsp;&nbsp; 75273 |
| Linde, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | 155 | &nbsp;&nbsp; 135673 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50<sup>(a)</sup> | 122 | &nbsp;&nbsp; 64004 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 100 | &nbsp;&nbsp; 85952 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | 112 | &nbsp;&nbsp; 91950 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 | 117 | &nbsp;&nbsp; 104463 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | 40 | &nbsp;&nbsp; 40323 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74550 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51461 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/36<sup>(a)</sup> | 150 | &nbsp;&nbsp; 150496 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | 94 | &nbsp;&nbsp; 68036 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | 144 | &nbsp;&nbsp; 101892 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | 137 | &nbsp;&nbsp; 96668 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51<sup>(a)</sup> | 77 | &nbsp;&nbsp; 49653 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | 70 | &nbsp;&nbsp; 42866 |
| LyondellBasell Industries NV, 4.63%, 02/26/55<sup>(a)</sup> | 115 | &nbsp;&nbsp; 86040 |
| Mosaic Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | 171 | &nbsp;&nbsp; 169877 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 | 50 | &nbsp;&nbsp; 51077 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33<sup>(a)</sup> | 214 | &nbsp;&nbsp; 216275 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44037 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43<sup>(a)</sup> | 75 | &nbsp;&nbsp; 69578 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 | 50 | &nbsp;&nbsp; 50482 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | 30 | &nbsp;&nbsp; 30248 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | 171 | &nbsp;&nbsp; 160263 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/32 | 75 | &nbsp;&nbsp; 76551 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50877 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | 100 | &nbsp;&nbsp; 91654 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | 50 | &nbsp;&nbsp; 49016 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | 87 | &nbsp;&nbsp; 77421 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Nutrien Ltd. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | 50 | &nbsp;&nbsp; $46050 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | 130 | &nbsp;&nbsp; 114511 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | 87 | &nbsp;&nbsp; 64691 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98130 |
| PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | 171 | &nbsp;&nbsp; 162841 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 | 50 | &nbsp;&nbsp; 49229 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/32 | 86 | &nbsp;&nbsp; 77311 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | 87 | &nbsp;&nbsp; 80662 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | 87 | &nbsp;&nbsp; 86075 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50192 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | 50 | &nbsp;&nbsp; 49892 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | 108 | &nbsp;&nbsp; 102935 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | 50 | &nbsp;&nbsp; 49908 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | 189 | &nbsp;&nbsp; 164216 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50249 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | 100 | &nbsp;&nbsp; 84020 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47<sup>(a)</sup> | 171 | &nbsp;&nbsp; 142343 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | 153 | &nbsp;&nbsp; 111894 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71311 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35<sup>(a)</sup> | 70 | &nbsp;&nbsp; 69771 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46<sup>(a)</sup> | 130 | &nbsp;&nbsp; 111892 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | 50 | &nbsp;&nbsp; 38619 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | 110 | &nbsp;&nbsp; 66708 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49266 |
|  |  | &nbsp;&nbsp; 8852388 |
| **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** |
| American University, Series 2019, 3.67%, 04/01/49 | 60 | &nbsp;&nbsp; 44484 |
| Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | 100 | &nbsp;&nbsp; 95266 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | 341 | &nbsp;&nbsp; 299535 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | 75 | &nbsp;&nbsp; 75769 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34<sup>(a)</sup> | 120 | &nbsp;&nbsp; 117658 |
| Brown University, Series A, 2.92%, 09/01/50 | 75 | &nbsp;&nbsp; 48652 |
| &nbsp;&nbsp;&nbsp; California Endowment, Series 2021, 2.50%, <br> 04/01/51<sup>(a)</sup><br>| 84 | &nbsp;&nbsp; 49405 |
| California Institute of Technology, 3.65%, 09/01/2119 | 171 | &nbsp;&nbsp; 106316 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | 87 | &nbsp;&nbsp; 86583 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/28 | 50 | &nbsp;&nbsp; 49915 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | 61 | &nbsp;&nbsp; 59171 |
| Cornell University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.17%, 06/15/30 | 55 | &nbsp;&nbsp; 54595 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.73%, 06/15/35 | 60 | &nbsp;&nbsp; 59465 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | 75 | &nbsp;&nbsp; 55231 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55<sup>(a)</sup> | 88 | &nbsp;&nbsp; 54299 |
| Emory University, Series 2020, 2.97%, 09/01/50 | 62 | &nbsp;&nbsp; 40486 |
| Ford Foundation |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.42%, 06/01/50<sup>(a)</sup> | 60 | &nbsp;&nbsp; 35366 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.82%, 06/01/70 | 70 | &nbsp;&nbsp; 39024 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | 50 | &nbsp;&nbsp; 50118 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | 171 | &nbsp;&nbsp; 171270 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | 50 | &nbsp;&nbsp; 48673 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | 50 | &nbsp;&nbsp; 43295 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | 50 | &nbsp;&nbsp; 46062 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| GATX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | $145 | &nbsp;&nbsp; $142423 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | 100 | &nbsp;&nbsp; 101519 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | 50 | &nbsp;&nbsp; 52507 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | 25 | &nbsp;&nbsp; 27408 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 75 | &nbsp;&nbsp; 75618 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | 50 | &nbsp;&nbsp; 45862 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99297 |
| George Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | 74 | &nbsp;&nbsp; 67080 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44<sup>(a)</sup> | 87 | &nbsp;&nbsp; 72664 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | 58 | &nbsp;&nbsp; 46507 |
| Georgetown University |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50<sup>(a)</sup> | 77 | &nbsp;&nbsp; 49073 |
| &nbsp;&nbsp;&nbsp; Series A, 5.22%, 10/01/2118 | 62 | &nbsp;&nbsp; 53747 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | 40 | &nbsp;&nbsp; 32680 |
| Howard University, Series 22A, 5.21%, 10/01/52 | 73 | &nbsp;&nbsp; 60171 |
| Leland Stanford Junior University |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49775 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | 130 | &nbsp;&nbsp; 100394 |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | 75 | &nbsp;&nbsp; 44550 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38<sup>(a)</sup> | 98 | &nbsp;&nbsp; 89639 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | 27 | &nbsp;&nbsp; 18048 |
| &nbsp;&nbsp;&nbsp; 5.62%, 06/01/55 | 100 | &nbsp;&nbsp; 101326 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | 87 | &nbsp;&nbsp; 85174 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | 75 | &nbsp;&nbsp; 61525 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | 73 | &nbsp;&nbsp; 48334 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51 | 56 | &nbsp;&nbsp; 31452 |
| Nature Conservancy, Series A, 3.96%, 03/01/52<sup>(a)</sup> | 75 | &nbsp;&nbsp; 59169 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<br>| 51 | &nbsp;&nbsp; 33179 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57<sup>(a)</sup> | 58 | &nbsp;&nbsp; 41727 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.64%, 12/01/50 | 85 | &nbsp;&nbsp; 52176 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | 62 | &nbsp;&nbsp; 44352 |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | 71 | &nbsp;&nbsp; 42734 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | 121 | &nbsp;&nbsp; 82149 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | 50 | &nbsp;&nbsp; 50242 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 | 50 | &nbsp;&nbsp; 49923 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | 90 | &nbsp;&nbsp; 83479 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 50 | &nbsp;&nbsp; 49593 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | 80 | &nbsp;&nbsp; 69681 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | 50 | &nbsp;&nbsp; 50299 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 | 50 | &nbsp;&nbsp; 49313 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 | 69 | &nbsp;&nbsp; 50451 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | 25 | &nbsp;&nbsp; 24749 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | 100 | &nbsp;&nbsp; 100741 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | 100 | &nbsp;&nbsp; 94120 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101174 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation, Series 2020, 2.49%, <br> 10/01/50<sup>(a)</sup><br>| 71 | &nbsp;&nbsp; 42382 |
| Rollins, Inc., 5.25%, 02/24/35 | 50 | &nbsp;&nbsp; 49965 |
| Thomas Jefferson University, 3.85%, 11/01/57<sup>(a)</sup> | 47 | &nbsp;&nbsp; 32668 |
| TR Finance LLC, 5.65%, 11/23/43<sup>(a)</sup> | 171 | &nbsp;&nbsp; 161378 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/32 | 50 | &nbsp;&nbsp; 44957 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/33 | 50 | &nbsp;&nbsp; 48957 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Trustees of Boston College, 3.13%, 07/01/52 | 87 | &nbsp;&nbsp; $58814 |
| Trustees of Princeton University |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/01/30<sup>(a)</sup> | 5 | &nbsp;&nbsp; 5057 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | 87 | &nbsp;&nbsp; 92367 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50 | 74 | &nbsp;&nbsp; 45532 |
| Trustees of the University of Pennsylvania |  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119<sup>(a)</sup> | 57 | &nbsp;&nbsp; 35615 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | 52 | &nbsp;&nbsp; 30159 |
| UL Solutions, Inc., 6.50%, 10/20/28 | 25 | &nbsp;&nbsp; 26161 |
| University of Chicago, Series C, 2.55%, 04/01/50 | 73 | &nbsp;&nbsp; 46891 |
| University of Miami, Series 2022, 4.06%, 04/01/52<sup>(a)</sup> | 67 | &nbsp;&nbsp; 52018 |
| &nbsp;&nbsp;&nbsp; University of Notre Dame du Lac, Series 2017, <br> 3.39%, 02/15/48<br>| 82 | &nbsp;&nbsp; 60156 |
| University of Southern California<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | 71 | &nbsp;&nbsp; 44514 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53 | 75 | &nbsp;&nbsp; 68507 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51 | 87 | &nbsp;&nbsp; 55798 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120 | 69 | &nbsp;&nbsp; 38267 |
| Verisk Analytics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 87 | &nbsp;&nbsp; 86521 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 55 | &nbsp;&nbsp; 56920 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | 90 | &nbsp;&nbsp; 89638 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74358 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/36<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24423 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | 75 | &nbsp;&nbsp; 70035 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | 58 | &nbsp;&nbsp; 40466 |
| Washington University |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | 83 | &nbsp;&nbsp; 61773 |
| &nbsp;&nbsp;&nbsp; Series 2022, 3.52%, 04/15/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 53637 |
| William Marsh Rice University, 3.77%, 05/15/55<sup>(a)</sup> | 85 | &nbsp;&nbsp; 63781 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 1.48%, 04/15/30<sup>(a)</sup> | 54 | &nbsp;&nbsp; 48663 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 04/15/50 | 62 | &nbsp;&nbsp; 36444 |
|  |  | &nbsp;&nbsp; 6163484 |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |
| Juniper Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 87 | &nbsp;&nbsp; 84645 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/41 | 87 | &nbsp;&nbsp; 84700 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | 87 | &nbsp;&nbsp; 87333 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | 25 | &nbsp;&nbsp; 25327 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | 166 | &nbsp;&nbsp; 166236 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | 50 | &nbsp;&nbsp; 50348 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30<sup>(a)</sup> | 146 | &nbsp;&nbsp; 131597 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | 102 | &nbsp;&nbsp; 92694 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 50 | &nbsp;&nbsp; 50714 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 175 | &nbsp;&nbsp; 177099 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 50 | &nbsp;&nbsp; 51119 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/44<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71670 |
|  |  | &nbsp;&nbsp; 1073482 |
| **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** |
| Jacobs Engineering Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | 100 | &nbsp;&nbsp; 103776 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33 | 75 | &nbsp;&nbsp; 77642 |
| Jacobs Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/03/31 | 50 | &nbsp;&nbsp; 49300 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/03/36 | 50 | &nbsp;&nbsp; 48762 |
| MasTec, Inc., 5.90%, 06/15/29 | 25 | &nbsp;&nbsp; 25832 |
|  |  | &nbsp;&nbsp; 305312 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** | **Consumer Finance — 0.4%** |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | $187 | &nbsp;&nbsp; $185426 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27<sup>(a)</sup> | 140 | &nbsp;&nbsp; 143323 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | 86 | &nbsp;&nbsp; 85661 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42<sup>(a)</sup> | 217 | &nbsp;&nbsp; 180018 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.58%), 4.01%, 02/09/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149042 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.81%), 4.35%, 07/20/29<sup>(c)</sup> | 175 | &nbsp;&nbsp; 174875 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.46%, 02/10/32<sup>(c)</sup> | 110 | &nbsp;&nbsp; 108861 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.04%, 07/26/28<sup>(c)</sup> | 265 | &nbsp;&nbsp; 267281 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.92%, 07/20/33<sup>(c)</sup> | 230 | &nbsp;&nbsp; 230420 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 4.80%, 10/24/36<sup>(c)</sup> | 225 | &nbsp;&nbsp; 217555 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.73%, 04/25/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 150948 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.28%, 07/26/35<sup>(c)</sup> | 175 | &nbsp;&nbsp; 176625 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.02%, 04/25/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 152498 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.92%, 04/25/35<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51768 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.42%, 08/03/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 195086 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 5.67%, 04/25/36<sup>(c)</sup> | 175 | &nbsp;&nbsp; 180866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.04%, 05/01/34<sup>(c)</sup> | 145 | &nbsp;&nbsp; 145220 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.63%, 07/28/34<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51098 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 6.49%, 10/30/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 80566 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 4.99%, 05/26/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99484 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.02%), 5.09%, 01/30/31<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101691 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.09%), 5.53%, 04/25/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102965 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.28%), 5.28%, 07/27/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101704 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.32%), 5.44%, 01/30/36<sup>(c)</sup> | 220 | &nbsp;&nbsp; 223950 |
| &nbsp;&nbsp;&nbsp; Andrew W Mellon Foundation, Series 2020, 0.95%, <br> 08/01/27<sup>(a)</sup><br>| 83 | &nbsp;&nbsp; 79753 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28<sup>(a)</sup> | 89 | &nbsp;&nbsp; 84092 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94299 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/32 | 25 | &nbsp;&nbsp; 24262 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27<sup>(a)</sup> | 341 | &nbsp;&nbsp; 338150 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | 371 | &nbsp;&nbsp; 366643 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | 150 | &nbsp;&nbsp; 162967 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 4.72%, 01/30/32<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98483 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.49%, 09/11/31<sup>(c)</sup> | 170 | &nbsp;&nbsp; 166917 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 2.62%, 11/02/32<sup>(c)</sup> | 87 | &nbsp;&nbsp; 76306 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 2.36%, 07/29/32<sup>(c)</sup> | 171 | &nbsp;&nbsp; 147417 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.40%, 01/30/37<sup>(c)</sup> | 100 | &nbsp;&nbsp; 97987 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.46%, 07/26/30<sup>(a)(c)</sup> | 135 | &nbsp;&nbsp; 137797 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 09/11/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 193886 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 3.27%, 03/01/30<sup>(c)</sup> | 118 | &nbsp;&nbsp; 113623 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.70%, 02/01/30<sup>(a)(c)</sup> | 30 | &nbsp;&nbsp; 30777 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.88%, 07/26/35<sup>(c)</sup> | 355 | &nbsp;&nbsp; 363608 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 6.18%, 01/30/36<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50858 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 4.93%, 05/10/28<sup>(c)</sup> | 180 | &nbsp;&nbsp; 180484 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 5.47%, 02/01/29<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101510 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.05%, 02/01/35<sup>(c)</sup> | 135 | &nbsp;&nbsp; 139512 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.37%), 5.27%, 05/10/33<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99807 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.25%, 07/26/30<sup>(a)(c)</sup> | 50 | &nbsp;&nbsp; 50676 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.82%, 02/01/34<sup>(c)</sup> | 90 | &nbsp;&nbsp; 92085 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.64%), 6.31%, 06/08/29<sup>(c)</sup> | 140 | &nbsp;&nbsp; 144762 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.86%), 6.38%, 06/08/34<sup>(c)</sup> | 330 | &nbsp;&nbsp; 347775 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 3.37%), 7.96%, 11/02/34<sup>(c)</sup> | 75 | &nbsp;&nbsp; 86014 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | 95 | &nbsp;&nbsp; 95951 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | 40 | &nbsp;&nbsp; 40510 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | 90 | &nbsp;&nbsp; 90529 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | 50 | &nbsp;&nbsp; 46812 |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | 171 | &nbsp;&nbsp; 149888 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | 50 | &nbsp;&nbsp; 50093 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| Global Payments, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 | $50 | &nbsp;&nbsp; $49778 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | 150 | &nbsp;&nbsp; 148531 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | 187 | &nbsp;&nbsp; 176371 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | 35 | &nbsp;&nbsp; 35240 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | 175 | &nbsp;&nbsp; 159957 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 | 135 | &nbsp;&nbsp; 132576 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | 69 | &nbsp;&nbsp; 60461 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148758 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72803 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | 50 | &nbsp;&nbsp; 48799 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | 225 | &nbsp;&nbsp; 216819 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | 112 | &nbsp;&nbsp; 79703 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92020 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | 65 | &nbsp;&nbsp; 65094 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74273 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 | 85 | &nbsp;&nbsp; 86260 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | 257 | &nbsp;&nbsp; 247697 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | 144 | &nbsp;&nbsp; 139252 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31<sup>(a)</sup> | 90 | &nbsp;&nbsp; 80068 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | 100 | &nbsp;&nbsp; 88383 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | 150 | &nbsp;&nbsp; 148837 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | 50 | &nbsp;&nbsp; 51250 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50674 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | 75 | &nbsp;&nbsp; 75428 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35<sup>(a)</sup> | 145 | &nbsp;&nbsp; 142433 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | 120 | &nbsp;&nbsp; 92883 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | 60 | &nbsp;&nbsp; 46795 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | 127 | &nbsp;&nbsp; 93469 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | 181 | &nbsp;&nbsp; 137680 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | 96 | &nbsp;&nbsp; 61365 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | 130 | &nbsp;&nbsp; 127554 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(a)</sup> | 73 | &nbsp;&nbsp; 64222 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 | 50 | &nbsp;&nbsp; 49981 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | 63 | &nbsp;&nbsp; 44399 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | 75 | &nbsp;&nbsp; 70393 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | 50 | &nbsp;&nbsp; 43664 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | 71 | &nbsp;&nbsp; 46792 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | 74 | &nbsp;&nbsp; 53395 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61<sup>(a)</sup> | 81 | &nbsp;&nbsp; 47934 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | 229 | &nbsp;&nbsp; 217198 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 81 | &nbsp;&nbsp; 74089 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | 90 | &nbsp;&nbsp; 88374 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74800 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49643 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50<sup>(a)</sup> | 102 | &nbsp;&nbsp; 65790 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52<sup>(a)</sup> | 140 | &nbsp;&nbsp; 119702 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | 75 | &nbsp;&nbsp; 68400 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | 90 | &nbsp;&nbsp; 77473 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 172813 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/29 | 170 | &nbsp;&nbsp; 163737 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | 171 | &nbsp;&nbsp; 170592 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29<sup>(a)</sup> | 81 | &nbsp;&nbsp; 76052 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 65356 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(b)</sup> | 45 | &nbsp;&nbsp; 44419 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | 175 | &nbsp;&nbsp; 159584 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/04/35<sup>(a)(b)</sup> | 25 | &nbsp;&nbsp; 24497 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | 80 | &nbsp;&nbsp; 54191 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| S&P Global, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52<sup>(a)</sup> | 126 | &nbsp;&nbsp; $91575 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60<sup>(a)</sup> | 87 | &nbsp;&nbsp; 42030 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | 30 | &nbsp;&nbsp; 21385 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | 171 | &nbsp;&nbsp; 168885 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | 87 | &nbsp;&nbsp; 87211 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | 150 | &nbsp;&nbsp; 130862 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.02%, 07/29/29<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49951 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.53%), 4.95%, 02/25/32<sup>(c)</sup> | 25 | &nbsp;&nbsp; 24263 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.45%, 03/06/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 74938 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.07%), 6.00%, 07/29/36<sup>(c)</sup> | 60 | &nbsp;&nbsp; 59179 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30<sup>(c)</sup> | 50 | &nbsp;&nbsp; 50802 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | 341 | &nbsp;&nbsp; 333886 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | 197 | &nbsp;&nbsp; 193525 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/12/29 | 50 | &nbsp;&nbsp; 49696 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | 171 | &nbsp;&nbsp; 157171 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/12/31 | 50 | &nbsp;&nbsp; 49951 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | 240 | &nbsp;&nbsp; 207647 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/33 | 50 | &nbsp;&nbsp; 49543 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | 87 | &nbsp;&nbsp; 82885 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/12/36 | 50 | &nbsp;&nbsp; 49458 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | 171 | &nbsp;&nbsp; 129063 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | 469 | &nbsp;&nbsp; 397916 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | 119 | &nbsp;&nbsp; 90656 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50<sup>(a)</sup> | 189 | &nbsp;&nbsp; 99965 |
| Western Union Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | 25 | &nbsp;&nbsp; 24777 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/36<sup>(a)</sup> | 92 | &nbsp;&nbsp; 93613 |
|  |  | &nbsp;&nbsp; 16130698 |
| **Consumer Staples Distribution & Retail — 0.2%** | **Consumer Staples Distribution & Retail — 0.2%** | **Consumer Staples Distribution & Retail — 0.2%** |
| Best Buy Co., Inc., 1.95%, 10/01/30<sup>(a)</sup> | 114 | &nbsp;&nbsp; 101587 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | 257 | &nbsp;&nbsp; 254656 |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | 150 | &nbsp;&nbsp; 145513 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | 257 | &nbsp;&nbsp; 232555 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | 87 | &nbsp;&nbsp; 75193 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | 35 | &nbsp;&nbsp; 35384 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | 100 | &nbsp;&nbsp; 95216 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 75 | &nbsp;&nbsp; 74526 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | 40 | &nbsp;&nbsp; 40466 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | 100 | &nbsp;&nbsp; 75015 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 46293 |
| Dollar Tree, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | 71 | &nbsp;&nbsp; 70521 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | 87 | &nbsp;&nbsp; 77389 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 | 71 | &nbsp;&nbsp; 46034 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | 73 | &nbsp;&nbsp; 72950 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 | 87 | &nbsp;&nbsp; 86279 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 71 | &nbsp;&nbsp; 71300 |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 91270 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 | 182 | &nbsp;&nbsp; 159025 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | 205 | &nbsp;&nbsp; 202409 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | 25 | &nbsp;&nbsp; 24411 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42<sup>(a)</sup> | 50 | &nbsp;&nbsp; 46425 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43<sup>(a)</sup> | 66 | &nbsp;&nbsp; 61165 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | 87 | &nbsp;&nbsp; 65651 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | 100 | &nbsp;&nbsp; 82103 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | 87 | &nbsp;&nbsp; 72859 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| Kroger Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | $87 | &nbsp;&nbsp; $80905 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | 75 | &nbsp;&nbsp; 55751 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | 255 | &nbsp;&nbsp; 236813 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | 175 | &nbsp;&nbsp; 162258 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | 100 | &nbsp;&nbsp; 95522 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | 150 | &nbsp;&nbsp; 136162 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 | 125 | &nbsp;&nbsp; 130897 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 171 | &nbsp;&nbsp; 168394 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | 50 | &nbsp;&nbsp; 51409 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | 171 | &nbsp;&nbsp; 177602 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 | 25 | &nbsp;&nbsp; 25199 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/25/31 | 50 | &nbsp;&nbsp; 48493 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 | 87 | &nbsp;&nbsp; 76035 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/17/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 52200 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | 50 | &nbsp;&nbsp; 49636 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/36 | 50 | &nbsp;&nbsp; 47666 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | 53 | &nbsp;&nbsp; 45037 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 87 | &nbsp;&nbsp; 70338 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | 87 | &nbsp;&nbsp; 68658 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50<sup>(a)</sup> | 214 | &nbsp;&nbsp; 221125 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51<sup>(a)</sup> | 100 | &nbsp;&nbsp; 61616 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50233 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29<sup>(a)</sup> | 171 | &nbsp;&nbsp; 167148 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | 169 | &nbsp;&nbsp; 157498 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | 99 | &nbsp;&nbsp; 92014 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100769 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33<sup>(a)</sup> | 150 | &nbsp;&nbsp; 149097 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | 100 | &nbsp;&nbsp; 97351 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35 | 150 | &nbsp;&nbsp; 150594 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25293 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | 174 | &nbsp;&nbsp; 201113 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | 100 | &nbsp;&nbsp; 82819 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | 87 | &nbsp;&nbsp; 67755 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | 120 | &nbsp;&nbsp; 75475 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(a)</sup> | 150 | &nbsp;&nbsp; 131818 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27 | 45 | &nbsp;&nbsp; 45074 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | 125 | &nbsp;&nbsp; 125040 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | 45 | &nbsp;&nbsp; 44964 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 | 50 | &nbsp;&nbsp; 49739 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48870 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 160 | &nbsp;&nbsp; 159707 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 | 130 | &nbsp;&nbsp; 131248 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | 216 | &nbsp;&nbsp; 191354 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99610 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 | 180 | &nbsp;&nbsp; 177229 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 | 210 | &nbsp;&nbsp; 212935 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | 200 | &nbsp;&nbsp; 228828 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | 200 | &nbsp;&nbsp; 184656 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40<sup>(a)</sup> | 341 | &nbsp;&nbsp; 361077 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | 200 | &nbsp;&nbsp; 143422 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48<sup>(a)</sup> | 182 | &nbsp;&nbsp; 148515 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | 150 | &nbsp;&nbsp; 92187 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 | 250 | &nbsp;&nbsp; 215551 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| Walmart, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53<sup>(a)</sup> | 180 | &nbsp;&nbsp; $155768 |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/29<sup>(a)</sup> | 33 | &nbsp;&nbsp; 31187 |
|  |  | &nbsp;&nbsp; 8863849 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| Amcor Finance USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 75 | &nbsp;&nbsp; 74987 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40980 |
| Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | 50 | &nbsp;&nbsp; 50302 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/08/29 | 50 | &nbsp;&nbsp; 49541 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | 100 | &nbsp;&nbsp; 100936 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | 70 | &nbsp;&nbsp; 64412 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | 122 | &nbsp;&nbsp; 109700 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35<sup>(a)</sup> | 85 | &nbsp;&nbsp; 85973 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/12/36 | 50 | &nbsp;&nbsp; 48611 |
| Amcor Group Finance PLC, 5.45%, 05/23/29 | 50 | &nbsp;&nbsp; 51230 |
| AptarGroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49553 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/32 | 50 | &nbsp;&nbsp; 46472 |
| Berry Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | 50 | &nbsp;&nbsp; 51756 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34<sup>(a)</sup> | 80 | &nbsp;&nbsp; 81818 |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/02/27 | 200 | &nbsp;&nbsp; 196800 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/02/47<sup>(a)</sup> | 200 | &nbsp;&nbsp; 176280 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/29 | 100 | &nbsp;&nbsp; 111292 |
| &nbsp;&nbsp;&nbsp; 8.88%, 05/15/31 | 92 | &nbsp;&nbsp; 109718 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44<sup>(a)</sup> | 77 | &nbsp;&nbsp; 65714 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | 50 | &nbsp;&nbsp; 44040 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | 237 | &nbsp;&nbsp; 186368 |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48<sup>(a)</sup> | 100 | &nbsp;&nbsp; 77934 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 | 70 | &nbsp;&nbsp; 66500 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/33 | 30 | &nbsp;&nbsp; 31125 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99200 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | 37 | &nbsp;&nbsp; 28213 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | 65 | &nbsp;&nbsp; 40747 |
| Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 | 200 | &nbsp;&nbsp; 202642 |
| Smurfit Westrock Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/15/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201605 |
| &nbsp;&nbsp;&nbsp; 5.19%, 01/15/36 | 200 | &nbsp;&nbsp; 196776 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 | 50 | &nbsp;&nbsp; 49855 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | 75 | &nbsp;&nbsp; 70502 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/32<sup>(a)</sup> | 171 | &nbsp;&nbsp; 153054 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97817 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 | 100 | &nbsp;&nbsp; 94689 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | 200 | &nbsp;&nbsp; 204240 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 | 200 | &nbsp;&nbsp; 197270 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | 261 | &nbsp;&nbsp; 242338 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 87650 |
| Suzano Netherlands BV, 5.50%, 01/15/36 | 100 | &nbsp;&nbsp; 96125 |
| WestRock MWV LLC, 8.20%, 01/15/30 | 74 | &nbsp;&nbsp; 82946 |
| WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 171 | &nbsp;&nbsp; 170020 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 | 50 | &nbsp;&nbsp; 49392 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| WRKCo, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 171 | &nbsp;&nbsp; $172617 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32 | 25 | &nbsp;&nbsp; 23998 |
|  |  | &nbsp;&nbsp; 4533738 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| LKQ Corp., 5.75%, 06/15/28 | 100 | &nbsp;&nbsp; 101776 |
| WW Grainger, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | 45 | &nbsp;&nbsp; 44250 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | 100 | &nbsp;&nbsp; 88756 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47<sup>(a)</sup> | 100 | &nbsp;&nbsp; 82286 |
|  |  | &nbsp;&nbsp; 317068 |
| **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | 30 | &nbsp;&nbsp; 29712 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/15/33 | 50 | &nbsp;&nbsp; 42459 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/34 | 80 | &nbsp;&nbsp; 81698 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | 25 | &nbsp;&nbsp; 25650 |
| American Assets Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 75 | &nbsp;&nbsp; 67606 |
| &nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 | 75 | &nbsp;&nbsp; 74381 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 171 | &nbsp;&nbsp; 171856 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 | 25 | &nbsp;&nbsp; 25091 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 35 | &nbsp;&nbsp; 30799 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32<sup>(a)</sup> | 70 | &nbsp;&nbsp; 64622 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | 50 | &nbsp;&nbsp; 50438 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/34 | 75 | &nbsp;&nbsp; 75026 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 50 | &nbsp;&nbsp; 49252 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | 25 | &nbsp;&nbsp; 16394 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | 50 | &nbsp;&nbsp; 38040 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | 75 | &nbsp;&nbsp; 74197 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | 100 | &nbsp;&nbsp; 98508 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | 50 | &nbsp;&nbsp; 47367 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | 70 | &nbsp;&nbsp; 71221 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40693 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | 85 | &nbsp;&nbsp; 87657 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | 25 | &nbsp;&nbsp; 25424 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 87 | &nbsp;&nbsp; 85561 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | 187 | &nbsp;&nbsp; 182520 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | 93 | &nbsp;&nbsp; 87288 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50583 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 75 | &nbsp;&nbsp; 75677 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 141 | &nbsp;&nbsp; 126895 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | 100 | &nbsp;&nbsp; 88257 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | 104 | &nbsp;&nbsp; 94364 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | 124 | &nbsp;&nbsp; 109165 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 79 | &nbsp;&nbsp; 75683 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/32 | 75 | &nbsp;&nbsp; 73696 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 70 | &nbsp;&nbsp; 72296 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 41105 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 100 | &nbsp;&nbsp; 104734 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 25 | &nbsp;&nbsp; 25414 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | 50 | &nbsp;&nbsp; 50452 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 100 | &nbsp;&nbsp; 100649 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | 75 | &nbsp;&nbsp; 53839 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | 182 | &nbsp;&nbsp; 116844 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | 200 | &nbsp;&nbsp; 123416 |
| Americold Realty Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 | 25 | &nbsp;&nbsp; 24731 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| &nbsp;&nbsp;&nbsp; Americold Realty Operating Partnership <br> LP (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34 | $50 | &nbsp;&nbsp; $47544 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | 191 | &nbsp;&nbsp; 187484 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | 104 | &nbsp;&nbsp; 97826 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | 64 | &nbsp;&nbsp; 61972 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 100 | &nbsp;&nbsp; 92166 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/01/30<sup>(a)</sup> | 45 | &nbsp;&nbsp; 44512 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 100 | &nbsp;&nbsp; 90932 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | 130 | &nbsp;&nbsp; 112896 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25686 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/35 | 50 | &nbsp;&nbsp; 49566 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46<sup>(a)</sup> | 87 | &nbsp;&nbsp; 67231 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | 50 | &nbsp;&nbsp; 39937 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | 214 | &nbsp;&nbsp; 211095 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | 100 | &nbsp;&nbsp; 97295 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44503 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50319 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 | 50 | &nbsp;&nbsp; 49113 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 | 25 | &nbsp;&nbsp; 25354 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | 50 | &nbsp;&nbsp; 51353 |
| Broadstone Net Lease LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/15/31 | 100 | &nbsp;&nbsp; 87782 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | 25 | &nbsp;&nbsp; 24590 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | 100 | &nbsp;&nbsp; 95907 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 257 | &nbsp;&nbsp; 239986 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | 25 | &nbsp;&nbsp; 24852 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48495 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27<sup>(a)</sup> | 125 | &nbsp;&nbsp; 123504 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 90 | &nbsp;&nbsp; 90645 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 341 | &nbsp;&nbsp; 336121 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | 100 | &nbsp;&nbsp; 100484 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | 75 | &nbsp;&nbsp; 76776 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | 90 | &nbsp;&nbsp; 90500 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | 25 | &nbsp;&nbsp; 23594 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | 75 | &nbsp;&nbsp; 70272 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | 171 | &nbsp;&nbsp; 151021 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | 75 | &nbsp;&nbsp; 65346 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | 50 | &nbsp;&nbsp; 44047 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | 80 | &nbsp;&nbsp; 78869 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | 65 | &nbsp;&nbsp; 66577 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 | 125 | &nbsp;&nbsp; 123584 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | 141 | &nbsp;&nbsp; 99636 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | 50 | &nbsp;&nbsp; 43511 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 52 | &nbsp;&nbsp; 37628 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | 150 | &nbsp;&nbsp; 112319 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51<sup>(a)</sup> | 50 | &nbsp;&nbsp; 32006 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94284 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 87 | &nbsp;&nbsp; 76320 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98548 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | 171 | &nbsp;&nbsp; 169225 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | 85 | &nbsp;&nbsp; 86506 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | 130 | &nbsp;&nbsp; 126263 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | 75 | &nbsp;&nbsp; 74684 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| EPR Properties (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | $75 | &nbsp;&nbsp; $74900 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | 75 | &nbsp;&nbsp; 71815 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | 25 | &nbsp;&nbsp; 24400 |
| &nbsp;&nbsp;&nbsp; Equinix Asia Financing Corp. Pte Ltd., 4.40%, <br> 03/15/31<br>| 100 | &nbsp;&nbsp; 97879 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | 100 | &nbsp;&nbsp; 99067 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 | 125 | &nbsp;&nbsp; 121577 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | 50 | &nbsp;&nbsp; 50755 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | 120 | &nbsp;&nbsp; 115938 |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | 144 | &nbsp;&nbsp; 136314 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | 67 | &nbsp;&nbsp; 63781 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | 156 | &nbsp;&nbsp; 148526 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | 87 | &nbsp;&nbsp; 78189 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | 152 | &nbsp;&nbsp; 135670 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | 75 | &nbsp;&nbsp; 70804 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | 71 | &nbsp;&nbsp; 44183 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | 140 | &nbsp;&nbsp; 92302 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | 87 | &nbsp;&nbsp; 85767 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | 171 | &nbsp;&nbsp; 168428 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | 50 | &nbsp;&nbsp; 49751 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 128 | &nbsp;&nbsp; 122546 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | 72 | &nbsp;&nbsp; 67104 |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31<sup>(a)</sup> | 76 | &nbsp;&nbsp; 66507 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 | 50 | &nbsp;&nbsp; 50333 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | 75 | &nbsp;&nbsp; 73095 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | 80 | &nbsp;&nbsp; 69451 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | 87 | &nbsp;&nbsp; 73894 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 71 | &nbsp;&nbsp; 69873 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 70 | &nbsp;&nbsp; 65948 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31<sup>(a)</sup> | 90 | &nbsp;&nbsp; 78040 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 60 | &nbsp;&nbsp; 53781 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 100 | &nbsp;&nbsp; 87915 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 | 25 | &nbsp;&nbsp; 25314 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75623 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/36 | 25 | &nbsp;&nbsp; 24029 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | 71 | &nbsp;&nbsp; 41347 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | 50 | &nbsp;&nbsp; 49532 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 | 150 | &nbsp;&nbsp; 146874 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 21 | &nbsp;&nbsp; 20665 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | 25 | &nbsp;&nbsp; 25645 |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 | 69 | &nbsp;&nbsp; 61734 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | 30 | &nbsp;&nbsp; 31318 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 | 87 | &nbsp;&nbsp; 77708 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | 75 | &nbsp;&nbsp; 65603 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | 70 | &nbsp;&nbsp; 60063 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 100 | &nbsp;&nbsp; 98685 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | 50 | &nbsp;&nbsp; 50410 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75250 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35 | 50 | &nbsp;&nbsp; 50125 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | 87 | &nbsp;&nbsp; 85729 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | 40 | &nbsp;&nbsp; 40609 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | 140 | &nbsp;&nbsp; 133712 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | 25 | &nbsp;&nbsp; 21307 |
| First Industrial LP, 5.25%, 01/15/31 | 25 | &nbsp;&nbsp; 25242 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | 171 | &nbsp;&nbsp; 172483 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| GLP Capital LP/GLP Financing II, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | $169 | &nbsp;&nbsp; $162215 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 100 | &nbsp;&nbsp; 94558 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | 63 | &nbsp;&nbsp; 56163 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | 75 | &nbsp;&nbsp; 73518 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | 95 | &nbsp;&nbsp; 93517 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/36 | 45 | &nbsp;&nbsp; 43767 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 | 75 | &nbsp;&nbsp; 72590 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/54<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48508 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | 79 | &nbsp;&nbsp; 74350 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | 60 | &nbsp;&nbsp; 60944 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 70 | &nbsp;&nbsp; 59916 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | 50 | &nbsp;&nbsp; 46935 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | 50 | &nbsp;&nbsp; 48829 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33<sup>(a)</sup> | 90 | &nbsp;&nbsp; 90119 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | 87 | &nbsp;&nbsp; 72470 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 | 100 | &nbsp;&nbsp; 95429 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | 100 | &nbsp;&nbsp; 99601 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | 87 | &nbsp;&nbsp; 76613 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | 100 | &nbsp;&nbsp; 91762 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | 75 | &nbsp;&nbsp; 73677 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 27054 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | 100 | &nbsp;&nbsp; 97960 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50515 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | 50 | &nbsp;&nbsp; 41286 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | 62 | &nbsp;&nbsp; 51386 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | 87 | &nbsp;&nbsp; 63311 |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | 50 | &nbsp;&nbsp; 50130 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | 50 | &nbsp;&nbsp; 50443 |
| Kite Realty Group Trust, 4.75%, 09/15/30 | 50 | &nbsp;&nbsp; 49991 |
| Lineage OP LP, 5.25%, 07/15/30 | 50 | &nbsp;&nbsp; 49886 |
| LXP Industrial Trust, 2.70%, 09/15/30 | 50 | &nbsp;&nbsp; 45588 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | 87 | &nbsp;&nbsp; 86362 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 87 | &nbsp;&nbsp; 86061 |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | 69 | &nbsp;&nbsp; 60147 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 | 25 | &nbsp;&nbsp; 25700 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/33 | 25 | &nbsp;&nbsp; 24553 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 25 | &nbsp;&nbsp; 24836 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/01/35 | 50 | &nbsp;&nbsp; 49373 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/51<sup>(a)</sup> | 66 | &nbsp;&nbsp; 40669 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating Partnership <br> I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 | 50 | &nbsp;&nbsp; 44279 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/32 | 25 | &nbsp;&nbsp; 25103 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 | 50 | &nbsp;&nbsp; 51299 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | 25 | &nbsp;&nbsp; 24214 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | 30 | &nbsp;&nbsp; 29414 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | 45 | &nbsp;&nbsp; 45530 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | 50 | &nbsp;&nbsp; 50027 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | 93 | &nbsp;&nbsp; 88184 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | 213 | &nbsp;&nbsp; 196138 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 | 82 | &nbsp;&nbsp; 73197 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | 65 | &nbsp;&nbsp; 56465 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75773 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 | 64 | &nbsp;&nbsp; 56232 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 75 | &nbsp;&nbsp; 65810 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | 135 | &nbsp;&nbsp; 133566 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | 90 | &nbsp;&nbsp; 89243 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Prologis LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | $50 | &nbsp;&nbsp; $50547 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | 100 | &nbsp;&nbsp; 100229 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49823 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 115 | &nbsp;&nbsp; 116894 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | 50 | &nbsp;&nbsp; 32514 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | 95 | &nbsp;&nbsp; 61362 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | 50 | &nbsp;&nbsp; 26523 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | 140 | &nbsp;&nbsp; 130459 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | 125 | &nbsp;&nbsp; 116570 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 | 25 | &nbsp;&nbsp; 24634 |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | 207 | &nbsp;&nbsp; 197206 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | 133 | &nbsp;&nbsp; 125534 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30712 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48774 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | 50 | &nbsp;&nbsp; 49933 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | 100 | &nbsp;&nbsp; 89734 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; 77181 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40070 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 | 125 | &nbsp;&nbsp; 117883 |
| Rayonier LP, 2.75%, 05/17/31 | 124 | &nbsp;&nbsp; 111458 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 71 | &nbsp;&nbsp; 67676 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | 87 | &nbsp;&nbsp; 84411 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 35 | &nbsp;&nbsp; 35260 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/33 | 25 | &nbsp;&nbsp; 24378 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49833 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | 87 | &nbsp;&nbsp; 72381 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/28<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30281 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 | 71 | &nbsp;&nbsp; 62846 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 | 79 | &nbsp;&nbsp; 68510 |
| Safehold GL Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/31 | 60 | &nbsp;&nbsp; 54343 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44778 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 26270 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/35<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25283 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 | 79 | &nbsp;&nbsp; 74762 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | 128 | &nbsp;&nbsp; 114494 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | 69 | &nbsp;&nbsp; 65693 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 | 200 | &nbsp;&nbsp; 196715 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | 171 | &nbsp;&nbsp; 170468 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | 87 | &nbsp;&nbsp; 82939 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 | 87 | &nbsp;&nbsp; 79640 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | 87 | &nbsp;&nbsp; 71188 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | 117 | &nbsp;&nbsp; 117106 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 50 | &nbsp;&nbsp; 50051 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | 105 | &nbsp;&nbsp; 104832 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 | 95 | &nbsp;&nbsp; 94309 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32<sup>(a)</sup> | 168 | &nbsp;&nbsp; 165557 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | 105 | &nbsp;&nbsp; 104510 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | 111 | &nbsp;&nbsp; 99168 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95245 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | 171 | &nbsp;&nbsp; 167564 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32<sup>(a)</sup> | 80 | &nbsp;&nbsp; 89177 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 | 90 | &nbsp;&nbsp; 81031 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| Weyerhaeuser Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/09/52 | 55 | &nbsp;&nbsp; $40449 |
| WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | 82 | &nbsp;&nbsp; 80060 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | 25 | &nbsp;&nbsp; 24838 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | 118 | &nbsp;&nbsp; 102752 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | 25 | &nbsp;&nbsp; 25000 |
|  |  | &nbsp;&nbsp; 19736510 |
| **Diversified Telecommunication Services — 0.7%** | **Diversified Telecommunication Services — 0.7%** | **Diversified Telecommunication Services — 0.7%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | 450 | &nbsp;&nbsp; 439873 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 285862 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | 200 | &nbsp;&nbsp; 199017 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 350 | &nbsp;&nbsp; 350314 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | 375 | &nbsp;&nbsp; 372621 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/15/30 | 150 | &nbsp;&nbsp; 151239 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/30/31<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148488 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | 341 | &nbsp;&nbsp; 311822 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | 400 | &nbsp;&nbsp; 349450 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 | 100 | &nbsp;&nbsp; 98297 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/30/33<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148579 |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 | 450 | &nbsp;&nbsp; 380807 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 | 325 | &nbsp;&nbsp; 332310 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35<sup>(a)</sup> | 655 | &nbsp;&nbsp; 620850 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 | 150 | &nbsp;&nbsp; 151948 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 | 150 | &nbsp;&nbsp; 146333 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/30/36<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148200 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | 375 | &nbsp;&nbsp; 360174 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | 300 | &nbsp;&nbsp; 279396 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40<sup>(a)</sup> | 200 | &nbsp;&nbsp; 192596 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 250 | &nbsp;&nbsp; 193920 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | 150 | &nbsp;&nbsp; 124510 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | 125 | &nbsp;&nbsp; 105936 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | 50 | &nbsp;&nbsp; 40334 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/45 | 150 | &nbsp;&nbsp; 142005 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/30/46 | 125 | &nbsp;&nbsp; 121809 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | 300 | &nbsp;&nbsp; 252069 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | 50 | &nbsp;&nbsp; 44807 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | 300 | &nbsp;&nbsp; 242071 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | 100 | &nbsp;&nbsp; 80461 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | 300 | &nbsp;&nbsp; 205960 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | 120 | &nbsp;&nbsp; 75978 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | 711 | &nbsp;&nbsp; 466229 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | 225 | &nbsp;&nbsp; 210674 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | 974 | &nbsp;&nbsp; 633453 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/30/56 | 150 | &nbsp;&nbsp; 146761 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | 180 | &nbsp;&nbsp; 177261 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | 778 | &nbsp;&nbsp; 525361 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | 720 | &nbsp;&nbsp; 466545 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | 200 | &nbsp;&nbsp; 134562 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | 100 | &nbsp;&nbsp; 62241 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/15/32<sup>(a)</sup> | 87 | &nbsp;&nbsp; 74691 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33<sup>(a)</sup> | 135 | &nbsp;&nbsp; 135157 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34 | 75 | &nbsp;&nbsp; 75246 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | 150 | &nbsp;&nbsp; 121370 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | 67 | &nbsp;&nbsp; 52356 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/17/51 | 50 | &nbsp;&nbsp; 35432 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 32538 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | 33 | &nbsp;&nbsp; 22485 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| &nbsp;&nbsp;&nbsp; Bell Telephone Co. of Canada or Bell <br> Canada (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(a)</sup> | $75 | &nbsp;&nbsp; $70352 |
| British Telecommunications PLC, 9.63%, 12/15/30 | 300 | &nbsp;&nbsp; 358320 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | 95 | &nbsp;&nbsp; 95961 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 450 | &nbsp;&nbsp; 458241 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 100 | &nbsp;&nbsp; 101922 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | 415 | &nbsp;&nbsp; 425179 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 100 | &nbsp;&nbsp; 102052 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | 410 | &nbsp;&nbsp; 415931 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 125 | &nbsp;&nbsp; 126705 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | 341 | &nbsp;&nbsp; 360049 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | 220 | &nbsp;&nbsp; 223875 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | 185 | &nbsp;&nbsp; 173508 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | 85 | &nbsp;&nbsp; 82413 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | 90 | &nbsp;&nbsp; 83315 |
| Corning, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 50 | &nbsp;&nbsp; 45323 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | 50 | &nbsp;&nbsp; 47066 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | 87 | &nbsp;&nbsp; 65325 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57<sup>(a)</sup> | 130 | &nbsp;&nbsp; 102373 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | 100 | &nbsp;&nbsp; 95435 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | 87 | &nbsp;&nbsp; 78190 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 8.75%, <br> 06/15/30<br>| 300 | &nbsp;&nbsp; 344541 |
| Nokia OYJ, 4.38%, 06/12/27 | 50 | &nbsp;&nbsp; 49741 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | 200 | &nbsp;&nbsp; 211462 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 300 | &nbsp;&nbsp; 356721 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | 185 | &nbsp;&nbsp; 204049 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | 150 | &nbsp;&nbsp; 135602 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | 283 | &nbsp;&nbsp; 245740 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | 160 | &nbsp;&nbsp; 132347 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 | 150 | &nbsp;&nbsp; 135196 |
| Telefonica Europe BV, 8.25%, 09/15/30 | 75 | &nbsp;&nbsp; 85017 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | 100 | &nbsp;&nbsp; 98853 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/13/32<sup>(a)</sup> | 140 | &nbsp;&nbsp; 127646 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/16/48 | 75 | &nbsp;&nbsp; 62097 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/49 | 50 | &nbsp;&nbsp; 39282 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | 190 | &nbsp;&nbsp; 182437 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | 219 | &nbsp;&nbsp; 219065 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | 341 | &nbsp;&nbsp; 337739 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | 350 | &nbsp;&nbsp; 345204 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | 171 | &nbsp;&nbsp; 162866 |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | 341 | &nbsp;&nbsp; 300942 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | 600 | &nbsp;&nbsp; 526030 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | 377 | &nbsp;&nbsp; 342266 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | 695 | &nbsp;&nbsp; 606633 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 155 | &nbsp;&nbsp; 153084 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33<sup>(a)</sup> | 80 | &nbsp;&nbsp; 81045 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | 300 | &nbsp;&nbsp; 290980 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | 257 | &nbsp;&nbsp; 244656 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | 250 | &nbsp;&nbsp; 241972 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | 280 | &nbsp;&nbsp; 280345 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | 175 | &nbsp;&nbsp; 161831 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | 365 | &nbsp;&nbsp; 357440 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | 150 | &nbsp;&nbsp; 148200 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(a)</sup> | 350 | &nbsp;&nbsp; 348724 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Verizon Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | 104 | &nbsp;&nbsp; $96943 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | 312 | &nbsp;&nbsp; 218995 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | 429 | &nbsp;&nbsp; 329395 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | 112 | &nbsp;&nbsp; 78783 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | 111 | &nbsp;&nbsp; 99820 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42<sup>(a)</sup> | 87 | &nbsp;&nbsp; 69336 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 | 125 | &nbsp;&nbsp; 121725 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | 341 | &nbsp;&nbsp; 297095 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | 150 | &nbsp;&nbsp; 122623 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | 171 | &nbsp;&nbsp; 129121 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50<sup>(a)</sup> | 427 | &nbsp;&nbsp; 258950 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51<sup>(a)</sup> | 536 | &nbsp;&nbsp; 373953 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52<sup>(a)</sup> | 118 | &nbsp;&nbsp; 86035 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(a)</sup> | 130 | &nbsp;&nbsp; 122875 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | 100 | &nbsp;&nbsp; 86695 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 | 365 | &nbsp;&nbsp; 355026 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | 461 | &nbsp;&nbsp; 270527 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(a)</sup> | 275 | &nbsp;&nbsp; 158098 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | 453 | &nbsp;&nbsp; 301846 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | 265 | &nbsp;&nbsp; 256717 |
|  |  | &nbsp;&nbsp; 25376244 |
| **Electric Utilities — 2.2%** | **Electric Utilities — 2.2%** | **Electric Utilities — 2.2%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | 87 | &nbsp;&nbsp; 86115 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | 50 | &nbsp;&nbsp; 51277 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | 70 | &nbsp;&nbsp; 69149 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | 100 | &nbsp;&nbsp; 102936 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | 50 | &nbsp;&nbsp; 33015 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | 70 | &nbsp;&nbsp; 62438 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | 90 | &nbsp;&nbsp; 86793 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | 100 | &nbsp;&nbsp; 66843 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.20%, 04/15/36 | 75 | &nbsp;&nbsp; 73760 |
| AEP Texas, Inc., RB, Series I, 2.10%, 07/01/30 | 100 | &nbsp;&nbsp; 90505 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 | 100 | &nbsp;&nbsp; 100606 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 50 | &nbsp;&nbsp; 37005 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49<sup>(a)</sup> | 71 | &nbsp;&nbsp; 52277 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | 71 | &nbsp;&nbsp; 46684 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53<sup>(a)</sup> | 40 | &nbsp;&nbsp; 37612 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | 87 | &nbsp;&nbsp; 63058 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | 71 | &nbsp;&nbsp; 42610 |
| &nbsp;&nbsp;&nbsp; Series O, 4.50%, 06/15/52 | 50 | &nbsp;&nbsp; 41103 |
| AES Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 | 60 | &nbsp;&nbsp; 60549 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | 127 | &nbsp;&nbsp; 112354 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/32<sup>(a)</sup> | 90 | &nbsp;&nbsp; 90502 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | 100 | &nbsp;&nbsp; 99356 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | 100 | &nbsp;&nbsp; 91866 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/01/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96071 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 | 25 | &nbsp;&nbsp; 26428 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35<sup>(a)</sup> | 35 | &nbsp;&nbsp; 35282 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/38 | 171 | &nbsp;&nbsp; 183313 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | 87 | &nbsp;&nbsp; 66821 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | 87 | &nbsp;&nbsp; 71600 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | 65 | &nbsp;&nbsp; 45177 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | 104 | &nbsp;&nbsp; 67167 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | 100 | &nbsp;&nbsp; 62943 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.45%, 09/15/30 | 51 | &nbsp;&nbsp; 44793 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/31 | 50 | &nbsp;&nbsp; 49488 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | $50 | &nbsp;&nbsp; $50789 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 171 | &nbsp;&nbsp; 162267 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75815 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/36 | 50 | &nbsp;&nbsp; 48659 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 50 | &nbsp;&nbsp; 49532 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | 90 | &nbsp;&nbsp; 85629 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 | 50 | &nbsp;&nbsp; 50246 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | 87 | &nbsp;&nbsp; 70230 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 50 | &nbsp;&nbsp; 41649 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | 53 | &nbsp;&nbsp; 35419 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | 50 | &nbsp;&nbsp; 50382 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | 75 | &nbsp;&nbsp; 72084 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | 125 | &nbsp;&nbsp; 121524 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 | 100 | &nbsp;&nbsp; 101850 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | 75 | &nbsp;&nbsp; 76540 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | 75 | &nbsp;&nbsp; 68628 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 100 | &nbsp;&nbsp; 105565 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | 32 | &nbsp;&nbsp; 33066 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 | 50 | &nbsp;&nbsp; 32818 |
| &nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | 87 | &nbsp;&nbsp; 86779 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 | 50 | &nbsp;&nbsp; 51446 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | 50 | &nbsp;&nbsp; 55630 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 87 | &nbsp;&nbsp; 71319 |
| &nbsp;&nbsp;&nbsp; Series BB, 4.50%, 08/01/32 | 100 | &nbsp;&nbsp; 97441 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | 120 | &nbsp;&nbsp; 97269 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50<sup>(a)</sup> | 70 | &nbsp;&nbsp; 49697 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | 87 | &nbsp;&nbsp; 81761 |
| &nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 | 100 | &nbsp;&nbsp; 107123 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 | 150 | &nbsp;&nbsp; 153827 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 | 25 | &nbsp;&nbsp; 25874 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36 | 55 | &nbsp;&nbsp; 54075 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41 | 87 | &nbsp;&nbsp; 81163 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | 71 | &nbsp;&nbsp; 61116 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | 50 | &nbsp;&nbsp; 40414 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 87 | &nbsp;&nbsp; 67778 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 64 | &nbsp;&nbsp; 43867 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | 50 | &nbsp;&nbsp; 33203 |
| &nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 | 65 | &nbsp;&nbsp; 63955 |
| Avista Corp., 4.35%, 06/01/48 | 104 | &nbsp;&nbsp; 83676 |
| Baltimore Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | 81 | &nbsp;&nbsp; 72452 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 25 | &nbsp;&nbsp; 25638 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102529 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | 87 | &nbsp;&nbsp; 94640 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46<sup>(a)</sup> | 121 | &nbsp;&nbsp; 87343 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | 80 | &nbsp;&nbsp; 52872 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 79 | &nbsp;&nbsp; 49646 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 80 | &nbsp;&nbsp; 66580 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | 85 | &nbsp;&nbsp; 79918 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 25 | &nbsp;&nbsp; 24241 |
| Basin Electric Power Cooperative, 5.85%, 10/15/55<sup>(b)</sup> | 100 | &nbsp;&nbsp; 97262 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | 87 | &nbsp;&nbsp; 85371 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | 137 | &nbsp;&nbsp; 133135 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | 146 | &nbsp;&nbsp; 126635 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | 337 | &nbsp;&nbsp; 359621 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | 171 | &nbsp;&nbsp; 179772 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | 87 | &nbsp;&nbsp; 81051 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Berkshire Hathaway Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | $71 | &nbsp;&nbsp; $59925 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | 87 | &nbsp;&nbsp; 64007 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | 87 | &nbsp;&nbsp; 70575 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | 71 | &nbsp;&nbsp; 55245 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | 71 | &nbsp;&nbsp; 42748 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | 121 | &nbsp;&nbsp; 98869 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 | 100 | &nbsp;&nbsp; 102520 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | 73 | &nbsp;&nbsp; 69347 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 | 55 | &nbsp;&nbsp; 50195 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/31/31 | 50 | &nbsp;&nbsp; 49463 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 | 71 | &nbsp;&nbsp; 67459 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 | 100 | &nbsp;&nbsp; 105134 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 | 25 | &nbsp;&nbsp; 25952 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/46 | 50 | &nbsp;&nbsp; 38984 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | 50 | &nbsp;&nbsp; 36355 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | 50 | &nbsp;&nbsp; 51103 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 50 | &nbsp;&nbsp; 50651 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | 100 | &nbsp;&nbsp; 100384 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 40 | &nbsp;&nbsp; 40469 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | 100 | &nbsp;&nbsp; 99640 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | 74 | &nbsp;&nbsp; 57568 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | 70 | &nbsp;&nbsp; 60601 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | 87 | &nbsp;&nbsp; 67723 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | 30 | &nbsp;&nbsp; 28124 |
| &nbsp;&nbsp;&nbsp; Series AC, 4.25%, 02/01/49 | 50 | &nbsp;&nbsp; 40339 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | 60 | &nbsp;&nbsp; 37905 |
| &nbsp;&nbsp;&nbsp; Series AE, 2.35%, 04/01/31 | 100 | &nbsp;&nbsp; 90195 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | 87 | &nbsp;&nbsp; 59406 |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | 70 | &nbsp;&nbsp; 63820 |
| &nbsp;&nbsp;&nbsp; Series AH, 3.60%, 03/01/52 | 50 | &nbsp;&nbsp; 35791 |
| &nbsp;&nbsp;&nbsp; Series AI, 4.45%, 10/01/32<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39416 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | 50 | &nbsp;&nbsp; 43859 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | 70 | &nbsp;&nbsp; 69252 |
| &nbsp;&nbsp;&nbsp; Series AR, 4.85%, 04/01/36 | 30 | &nbsp;&nbsp; 29379 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51230 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | 45 | &nbsp;&nbsp; 42399 |
| Cleco Corporate Holdings LLC, 4.97%, 05/01/46 | 65 | &nbsp;&nbsp; 55448 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 171 | &nbsp;&nbsp; 168788 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 | 120 | &nbsp;&nbsp; 105361 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.90%), 3.75%, 12/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 45613 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.12%), 4.75%, 06/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 48491 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | 25 | &nbsp;&nbsp; 24717 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30258 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 25 | &nbsp;&nbsp; 25718 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 53090 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38<sup>(a)</sup> | 100 | &nbsp;&nbsp; 109785 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 87 | &nbsp;&nbsp; 66324 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46<sup>(a)</sup> | 130 | &nbsp;&nbsp; 96870 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 50 | &nbsp;&nbsp; 38763 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | 87 | &nbsp;&nbsp; 55575 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | 40 | &nbsp;&nbsp; 37093 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | 50 | &nbsp;&nbsp; 48727 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | 80 | &nbsp;&nbsp; 81087 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | 55 | &nbsp;&nbsp; 36307 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | 71 | &nbsp;&nbsp; 45940 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | 87 | &nbsp;&nbsp; 52388 |
| &nbsp;&nbsp;&nbsp; Series 132, 3.15%, 03/15/32 | 100 | &nbsp;&nbsp; 92402 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Commonwealth Edison Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | $141 | &nbsp;&nbsp; $103946 |
| Connecticut Light and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | 25 | &nbsp;&nbsp; 25210 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | 50 | &nbsp;&nbsp; 50838 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/33<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25047 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | 25 | &nbsp;&nbsp; 24790 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | 100 | &nbsp;&nbsp; 83163 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 100 | &nbsp;&nbsp; 77618 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | 100 | &nbsp;&nbsp; 92647 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | 140 | &nbsp;&nbsp; 123683 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | 87 | &nbsp;&nbsp; 86112 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | 171 | &nbsp;&nbsp; 154526 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | 50 | &nbsp;&nbsp; 51381 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 50 | &nbsp;&nbsp; 51863 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 | 25 | &nbsp;&nbsp; 25581 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/35 | 150 | &nbsp;&nbsp; 150816 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | 53 | &nbsp;&nbsp; 42647 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | 87 | &nbsp;&nbsp; 74231 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | 87 | &nbsp;&nbsp; 73264 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | 171 | &nbsp;&nbsp; 130941 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | 60 | &nbsp;&nbsp; 39138 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | 50 | &nbsp;&nbsp; 52016 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | 50 | &nbsp;&nbsp; 49921 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | 125 | &nbsp;&nbsp; 122465 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | 100 | &nbsp;&nbsp; 82386 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 75 | &nbsp;&nbsp; 71272 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 | 105 | &nbsp;&nbsp; 103636 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | 150 | &nbsp;&nbsp; 119522 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | 70 | &nbsp;&nbsp; 47498 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | 130 | &nbsp;&nbsp; 86819 |
| &nbsp;&nbsp;&nbsp; Series 2007-A, 6.30%, 08/15/37 | 100 | &nbsp;&nbsp; 108465 |
| &nbsp;&nbsp;&nbsp; Series 2012-A, 4.20%, 03/15/42 | 71 | &nbsp;&nbsp; 59859 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | 60 | &nbsp;&nbsp; 45699 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | 257 | &nbsp;&nbsp; 246525 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | 171 | &nbsp;&nbsp; 131209 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | 50 | &nbsp;&nbsp; 38917 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | 87 | &nbsp;&nbsp; 67496 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | 130 | &nbsp;&nbsp; 94356 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | 87 | &nbsp;&nbsp; 86414 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | 87 | &nbsp;&nbsp; 74000 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/08/28 | 100 | &nbsp;&nbsp; 99196 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 | 50 | &nbsp;&nbsp; 51108 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39478 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 | 50 | &nbsp;&nbsp; 52367 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/34 | 25 | &nbsp;&nbsp; 26678 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | 123 | &nbsp;&nbsp; 129519 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | 87 | &nbsp;&nbsp; 87054 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | 100 | &nbsp;&nbsp; 97997 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | 100 | &nbsp;&nbsp; 106127 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97008 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/66 | 65 | &nbsp;&nbsp; 62404 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 | 200 | &nbsp;&nbsp; 201552 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/28 | 50 | &nbsp;&nbsp; 49449 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | 100 | &nbsp;&nbsp; 101659 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | 50 | &nbsp;&nbsp; 50347 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 125 | &nbsp;&nbsp; 126238 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 40 | &nbsp;&nbsp; 40049 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | 40 | &nbsp;&nbsp; 37616 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Consumers Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33<sup>(a)</sup> | $100 | &nbsp;&nbsp; $99031 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | 100 | &nbsp;&nbsp; 100414 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | 171 | &nbsp;&nbsp; 139730 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | 75 | &nbsp;&nbsp; 48764 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | 180 | &nbsp;&nbsp; 127493 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52<sup>(a)</sup> | 38 | &nbsp;&nbsp; 22725 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | 25 | &nbsp;&nbsp; 19756 |
| Dayton Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/30 | 50 | &nbsp;&nbsp; 49547 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/49 | 50 | &nbsp;&nbsp; 37146 |
| Dominion Energy South Carolina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | 121 | &nbsp;&nbsp; 119242 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | 50 | &nbsp;&nbsp; 43243 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | 50 | &nbsp;&nbsp; 52394 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | 50 | &nbsp;&nbsp; 43816 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.30%, 01/15/35 | 30 | &nbsp;&nbsp; 30640 |
| &nbsp;&nbsp;&nbsp; Series A, 2.30%, 12/01/31 | 70 | &nbsp;&nbsp; 61845 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 125 | &nbsp;&nbsp; 125393 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 | 60 | &nbsp;&nbsp; 59767 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 | 50 | &nbsp;&nbsp; 50671 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 | 50 | &nbsp;&nbsp; 51155 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | 150 | &nbsp;&nbsp; 151137 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | 87 | &nbsp;&nbsp; 96019 |
| &nbsp;&nbsp;&nbsp; Series A, 4.35%, 08/15/32 | 50 | &nbsp;&nbsp; 48373 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | 75 | &nbsp;&nbsp; 55637 |
| &nbsp;&nbsp;&nbsp; Series B, 4.85%, 08/15/52 | 50 | &nbsp;&nbsp; 41884 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | 177 | &nbsp;&nbsp; 168998 |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31<sup>(a)</sup> | 82 | &nbsp;&nbsp; 72321 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | 50 | &nbsp;&nbsp; 44606 |
| &nbsp;&nbsp;&nbsp; Series C, 4.05%, 09/15/42 | 40 | &nbsp;&nbsp; 31609 |
| &nbsp;&nbsp;&nbsp; Series E, 6.30%, 03/15/33 | 50 | &nbsp;&nbsp; 53083 |
| &nbsp;&nbsp;&nbsp; Series F, 5.25%, 08/01/33<sup>(a)</sup> | 60 | &nbsp;&nbsp; 60708 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92422 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40951 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51093 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 75 | &nbsp;&nbsp; 76068 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | 51 | &nbsp;&nbsp; 39117 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | 87 | &nbsp;&nbsp; 65621 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | 70 | &nbsp;&nbsp; 52605 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | 100 | &nbsp;&nbsp; 77368 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | 100 | &nbsp;&nbsp; 64678 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53<sup>(a)</sup> | 40 | &nbsp;&nbsp; 38129 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 25 | &nbsp;&nbsp; 25164 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | 87 | &nbsp;&nbsp; 83288 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | 61 | &nbsp;&nbsp; 56209 |
| &nbsp;&nbsp;&nbsp; Series A, 4.85%, 03/01/36 | 70 | &nbsp;&nbsp; 68688 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | 53 | &nbsp;&nbsp; 43194 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | 87 | &nbsp;&nbsp; 68319 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51<sup>(a)</sup> | 71 | &nbsp;&nbsp; 47837 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | 63 | &nbsp;&nbsp; 45592 |
| &nbsp;&nbsp;&nbsp; Series B, 5.55%, 03/01/56 | 70 | &nbsp;&nbsp; 67680 |
| &nbsp;&nbsp;&nbsp; Series C, 2.63%, 03/01/31 | 50 | &nbsp;&nbsp; 45901 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | 125 | &nbsp;&nbsp; 125808 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201795 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 75 | &nbsp;&nbsp; 76264 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | 100 | &nbsp;&nbsp; 101986 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 | 150 | &nbsp;&nbsp; 157058 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/35 | 50 | &nbsp;&nbsp; 49270 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| DTE Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | $120 | &nbsp;&nbsp; $116077 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | 75 | &nbsp;&nbsp; 74410 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | 87 | &nbsp;&nbsp; 81880 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | 71 | &nbsp;&nbsp; 66042 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/15/31 | 75 | &nbsp;&nbsp; 68602 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | 97 | &nbsp;&nbsp; 88301 |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/32 | 100 | &nbsp;&nbsp; 108724 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33<sup>(a)</sup> | 160 | &nbsp;&nbsp; 162416 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | 25 | &nbsp;&nbsp; 24967 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | 50 | &nbsp;&nbsp; 50784 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | 87 | &nbsp;&nbsp; 91862 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38<sup>(a)</sup> | 74 | &nbsp;&nbsp; 78706 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | 87 | &nbsp;&nbsp; 85954 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | 121 | &nbsp;&nbsp; 103793 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | 87 | &nbsp;&nbsp; 71343 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 87 | &nbsp;&nbsp; 64525 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | 71 | &nbsp;&nbsp; 54529 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | 50 | &nbsp;&nbsp; 33461 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 75 | &nbsp;&nbsp; 51724 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 78 | &nbsp;&nbsp; 55019 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | 150 | &nbsp;&nbsp; 140538 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | 92 | &nbsp;&nbsp; 87265 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28<sup>(a)</sup> | 87 | &nbsp;&nbsp; 90683 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas Nc Storm Funding II LLC, <br> Series A-1, 4.23%, 07/01/37<br>| 200 | &nbsp;&nbsp; 197291 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 87 | &nbsp;&nbsp; 85701 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 | 170 | &nbsp;&nbsp; 171808 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | 90 | &nbsp;&nbsp; 89842 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | 25 | &nbsp;&nbsp; 25306 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | 120 | &nbsp;&nbsp; 116192 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30<sup>(a)</sup> | 89 | &nbsp;&nbsp; 82004 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 150 | &nbsp;&nbsp; 134863 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 | 100 | &nbsp;&nbsp; 98425 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 75 | &nbsp;&nbsp; 78041 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204428 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35<sup>(a)</sup> | 105 | &nbsp;&nbsp; 102359 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | 121 | &nbsp;&nbsp; 90978 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 74295 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | 100 | &nbsp;&nbsp; 73791 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | 87 | &nbsp;&nbsp; 64470 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | 87 | &nbsp;&nbsp; 66265 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | 100 | &nbsp;&nbsp; 66989 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | 100 | &nbsp;&nbsp; 85568 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | 75 | &nbsp;&nbsp; 75213 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54<sup>(a)</sup> | 90 | &nbsp;&nbsp; 86171 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55<sup>(a)</sup> | 200 | &nbsp;&nbsp; 189004 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 | 150 | &nbsp;&nbsp; 148552 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 59 | &nbsp;&nbsp; 55298 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | 82 | &nbsp;&nbsp; 73374 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/30<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24726 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 141 | &nbsp;&nbsp; 125930 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 | 35 | &nbsp;&nbsp; 37159 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/35 | 125 | &nbsp;&nbsp; 122687 |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | 100 | &nbsp;&nbsp; 108103 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | 100 | &nbsp;&nbsp; 108828 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | 87 | &nbsp;&nbsp; 61790 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | 65 | &nbsp;&nbsp; 40875 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50590 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 50 | &nbsp;&nbsp; 52358 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/34 | $25 | &nbsp;&nbsp; $25602 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/15/35 | 150 | &nbsp;&nbsp; 159010 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | 87 | &nbsp;&nbsp; 66588 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | 100 | &nbsp;&nbsp; 60785 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | 50 | &nbsp;&nbsp; 46423 |
| &nbsp;&nbsp;&nbsp; Series DDDD, 4.95%, 03/15/36 | 35 | &nbsp;&nbsp; 34456 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | 87 | &nbsp;&nbsp; 79439 |
| Duke Energy Ohio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/33 | 35 | &nbsp;&nbsp; 35763 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 25 | &nbsp;&nbsp; 25328 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/46 | 87 | &nbsp;&nbsp; 64835 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/01/49 | 100 | &nbsp;&nbsp; 79880 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | 50 | &nbsp;&nbsp; 48395 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 25 | &nbsp;&nbsp; 23933 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | 65 | &nbsp;&nbsp; 64291 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 87 | &nbsp;&nbsp; 85103 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | 74 | &nbsp;&nbsp; 65187 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | 67 | &nbsp;&nbsp; 62626 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30882 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | 25 | &nbsp;&nbsp; 25479 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | 150 | &nbsp;&nbsp; 150311 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | 53 | &nbsp;&nbsp; 43926 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | 87 | &nbsp;&nbsp; 71526 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | 74 | &nbsp;&nbsp; 62784 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | 87 | &nbsp;&nbsp; 70786 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | 87 | &nbsp;&nbsp; 70930 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | 87 | &nbsp;&nbsp; 64735 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | 87 | &nbsp;&nbsp; 49914 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | 74 | &nbsp;&nbsp; 45585 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | 55 | &nbsp;&nbsp; 41464 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | 50 | &nbsp;&nbsp; 46663 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | 100 | &nbsp;&nbsp; 96603 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | 50 | &nbsp;&nbsp; 50379 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 171 | &nbsp;&nbsp; 168084 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | 25 | &nbsp;&nbsp; 25201 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | 50 | &nbsp;&nbsp; 50451 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | 45 | &nbsp;&nbsp; 47481 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/31 | 50 | &nbsp;&nbsp; 48809 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 | 100 | &nbsp;&nbsp; 98971 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/35 | 87 | &nbsp;&nbsp; 88098 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/44 | 25 | &nbsp;&nbsp; 21395 |
| Emera U.S. Finance LLC, 4.50%, 04/01/29 | 25 | &nbsp;&nbsp; 24970 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 06/15/31 | 55 | &nbsp;&nbsp; 49059 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/46 | 162 | &nbsp;&nbsp; 133645 |
| Enel Chile SA, 4.88%, 06/12/28 | 100 | &nbsp;&nbsp; 100550 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/33 | 50 | &nbsp;&nbsp; 50847 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/33 | 50 | &nbsp;&nbsp; 51268 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | 50 | &nbsp;&nbsp; 51437 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49041 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | 100 | &nbsp;&nbsp; 78708 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | 75 | &nbsp;&nbsp; 43510 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | 87 | &nbsp;&nbsp; 57695 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | 45 | &nbsp;&nbsp; 43951 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/56 | 50 | &nbsp;&nbsp; 48922 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 71 | &nbsp;&nbsp; 67318 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 | 79 | &nbsp;&nbsp; 73456 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Entergy Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | $104 | &nbsp;&nbsp; $92355 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/50 | 71 | &nbsp;&nbsp; 49964 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 | 150 | &nbsp;&nbsp; 147827 |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/30<sup>(a)</sup> | 82 | &nbsp;&nbsp; 71868 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 | 60 | &nbsp;&nbsp; 52525 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | 87 | &nbsp;&nbsp; 82596 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 225 | &nbsp;&nbsp; 231305 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | 50 | &nbsp;&nbsp; 50366 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/36 | 65 | &nbsp;&nbsp; 63410 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | 75 | &nbsp;&nbsp; 67560 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 87 | &nbsp;&nbsp; 68750 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 171 | &nbsp;&nbsp; 134459 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 42314 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | 125 | &nbsp;&nbsp; 121406 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | 150 | &nbsp;&nbsp; 147095 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/56 | 65 | &nbsp;&nbsp; 62443 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/28<sup>(a)</sup> | 87 | &nbsp;&nbsp; 84397 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 | 20 | &nbsp;&nbsp; 20078 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | 87 | &nbsp;&nbsp; 64355 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | 75 | &nbsp;&nbsp; 73558 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | 75 | &nbsp;&nbsp; 73921 |
| Entergy Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | 70 | &nbsp;&nbsp; 61170 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | 50 | &nbsp;&nbsp; 50453 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 | 50 | &nbsp;&nbsp; 45702 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | 50 | &nbsp;&nbsp; 43534 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | 25 | &nbsp;&nbsp; 24740 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | 25 | &nbsp;&nbsp; 23528 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 25 | &nbsp;&nbsp; 26513 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50400 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | 100 | &nbsp;&nbsp; 83430 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | 121 | &nbsp;&nbsp; 98525 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | 87 | &nbsp;&nbsp; 58248 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | 87 | &nbsp;&nbsp; 60649 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | 70 | &nbsp;&nbsp; 68879 |
| Evergy Metro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | 30 | &nbsp;&nbsp; 30141 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25685 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/35 | 75 | &nbsp;&nbsp; 74626 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | 50 | &nbsp;&nbsp; 48446 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.25%, 06/01/30 | 50 | &nbsp;&nbsp; 45690 |
| Evergy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 25 | &nbsp;&nbsp; 24809 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 | 87 | &nbsp;&nbsp; 82454 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | 100 | &nbsp;&nbsp; 100080 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | 95 | &nbsp;&nbsp; 96542 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | 75 | &nbsp;&nbsp; 77708 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | 85 | &nbsp;&nbsp; 83843 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 87 | &nbsp;&nbsp; 78413 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | 75 | &nbsp;&nbsp; 78249 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | 67 | &nbsp;&nbsp; 61394 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33<sup>(a)</sup> | 115 | &nbsp;&nbsp; 114617 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76056 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | 75 | &nbsp;&nbsp; 78042 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 | 71 | &nbsp;&nbsp; 48678 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | 257 | &nbsp;&nbsp; 251680 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | 75 | &nbsp;&nbsp; 74388 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | 140 | &nbsp;&nbsp; 122807 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | $110 | &nbsp;&nbsp; $111298 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | 75 | &nbsp;&nbsp; 76442 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | 171 | &nbsp;&nbsp; 167463 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | 50 | &nbsp;&nbsp; 50890 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 | 200 | &nbsp;&nbsp; 184580 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | 70 | &nbsp;&nbsp; 71664 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 35 | &nbsp;&nbsp; 35781 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | 50 | &nbsp;&nbsp; 48695 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | 100 | &nbsp;&nbsp; 102366 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 | 125 | &nbsp;&nbsp; 121234 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | 87 | &nbsp;&nbsp; 78282 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | 100 | &nbsp;&nbsp; 82047 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | 87 | &nbsp;&nbsp; 71890 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | 86 | &nbsp;&nbsp; 64914 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | 100 | &nbsp;&nbsp; 94187 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | 150 | &nbsp;&nbsp; 146220 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | 75 | &nbsp;&nbsp; 69434 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | 150 | &nbsp;&nbsp; 148778 |
| &nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 | 100 | &nbsp;&nbsp; 90102 |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | 100 | &nbsp;&nbsp; 85153 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | 100 | &nbsp;&nbsp; 66530 |
| FirstEnergy Pennsylvania Electric Co.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | 45 | &nbsp;&nbsp; 44828 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/31 | 50 | &nbsp;&nbsp; 49826 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 | 30 | &nbsp;&nbsp; 29953 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 75 | &nbsp;&nbsp; 73869 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 50 | &nbsp;&nbsp; 49235 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | 40 | &nbsp;&nbsp; 40668 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | 35 | &nbsp;&nbsp; 35140 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 70 | &nbsp;&nbsp; 71810 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | 35 | &nbsp;&nbsp; 35339 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | 175 | &nbsp;&nbsp; 156561 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | 70 | &nbsp;&nbsp; 71420 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | 225 | &nbsp;&nbsp; 225152 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | 100 | &nbsp;&nbsp; 102818 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | 100 | &nbsp;&nbsp; 99614 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/36 | 100 | &nbsp;&nbsp; 97470 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | 50 | &nbsp;&nbsp; 53314 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | 87 | &nbsp;&nbsp; 89778 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41<sup>(a)</sup> | 87 | &nbsp;&nbsp; 86514 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | 87 | &nbsp;&nbsp; 74009 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | 100 | &nbsp;&nbsp; 84317 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | 130 | &nbsp;&nbsp; 105632 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | 71 | &nbsp;&nbsp; 52966 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48<sup>(a)</sup> | 87 | &nbsp;&nbsp; 67713 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | 57 | &nbsp;&nbsp; 45517 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | 87 | &nbsp;&nbsp; 67331 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | 100 | &nbsp;&nbsp; 66935 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | 200 | &nbsp;&nbsp; 124372 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 93611 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | 120 | &nbsp;&nbsp; 117467 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55<sup>(a)</sup> | 160 | &nbsp;&nbsp; 159354 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | 100 | &nbsp;&nbsp; 99619 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/66 | 125 | &nbsp;&nbsp; 120418 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50387 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | 50 | &nbsp;&nbsp; 49707 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 | 75 | &nbsp;&nbsp; 75297 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 | 125 | &nbsp;&nbsp; 126554 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Georgia Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | $90 | &nbsp;&nbsp; $90038 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100789 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 250 | &nbsp;&nbsp; 255297 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76178 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | 221 | &nbsp;&nbsp; 190670 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52<sup>(a)</sup> | 90 | &nbsp;&nbsp; 81765 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71847 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | 50 | &nbsp;&nbsp; 33392 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | 171 | &nbsp;&nbsp; 161913 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | 171 | &nbsp;&nbsp; 125096 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/34 | 25 | &nbsp;&nbsp; 25336 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48940 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | 45 | &nbsp;&nbsp; 42779 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | 75 | &nbsp;&nbsp; 74771 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49168 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | 60 | &nbsp;&nbsp; 47859 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | 62 | &nbsp;&nbsp; 65628 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | 87 | &nbsp;&nbsp; 68975 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | 50 | &nbsp;&nbsp; 32598 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 | 35 | &nbsp;&nbsp; 33689 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/56<sup>(a)</sup> | 125 | &nbsp;&nbsp; 120571 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | 54 | &nbsp;&nbsp; 45704 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | 71 | &nbsp;&nbsp; 52426 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | 75 | &nbsp;&nbsp; 74465 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/33 | 25 | &nbsp;&nbsp; 26012 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 | 75 | &nbsp;&nbsp; 73796 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 | 50 | &nbsp;&nbsp; 51225 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | 87 | &nbsp;&nbsp; 63886 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49<sup>(a)</sup> | 78 | &nbsp;&nbsp; 54284 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 | 35 | &nbsp;&nbsp; 32451 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 | 50 | &nbsp;&nbsp; 47687 |
| IPALCO Enterprises, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/30 | 71 | &nbsp;&nbsp; 68358 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | 70 | &nbsp;&nbsp; 69513 |
| ITC Holdings Corp., 5.30%, 07/01/43 | 35 | &nbsp;&nbsp; 32162 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/29<sup>(a)(b)</sup> | 50 | &nbsp;&nbsp; 49677 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49269 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | 100 | &nbsp;&nbsp; 99957 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/36<sup>(b)</sup> | 50 | &nbsp;&nbsp; 49751 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine <br> Generation LLC, 5.08%, 10/01/54<br>| 74 | &nbsp;&nbsp; 69975 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | 100 | &nbsp;&nbsp; 96457 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | 171 | &nbsp;&nbsp; 141035 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | 75 | &nbsp;&nbsp; 50362 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 75 | &nbsp;&nbsp; 74570 |
| &nbsp;&nbsp;&nbsp; Series Kent, 5.45%, 04/15/33 | 20 | &nbsp;&nbsp; 20637 |
| Louisville Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 | 200 | &nbsp;&nbsp; 206504 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | 60 | &nbsp;&nbsp; 59540 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | 87 | &nbsp;&nbsp; 85423 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 | 25 | &nbsp;&nbsp; 25666 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | 87 | &nbsp;&nbsp; 78587 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | 87 | &nbsp;&nbsp; 63750 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | 107 | &nbsp;&nbsp; 85826 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | 87 | &nbsp;&nbsp; 57537 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | 75 | &nbsp;&nbsp; 45090 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| MidAmerican Energy Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 | $100 | &nbsp;&nbsp; $100400 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | 100 | &nbsp;&nbsp; 92739 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/56 | 25 | &nbsp;&nbsp; 23979 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | 87 | &nbsp;&nbsp; 73036 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | 87 | &nbsp;&nbsp; 56343 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | 100 | &nbsp;&nbsp; 102380 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | 100 | &nbsp;&nbsp; 104308 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101902 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 | 25 | &nbsp;&nbsp; 25201 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | 50 | &nbsp;&nbsp; 49899 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/10/27 | 50 | &nbsp;&nbsp; 49761 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | 341 | &nbsp;&nbsp; 335892 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | 125 | &nbsp;&nbsp; 126115 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | 50 | &nbsp;&nbsp; 50780 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50627 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98079 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 50 | &nbsp;&nbsp; 51068 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30 | 60 | &nbsp;&nbsp; 61041 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 144 | &nbsp;&nbsp; 133704 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/10/30 | 25 | &nbsp;&nbsp; 24712 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 | 25 | &nbsp;&nbsp; 25474 |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 | 50 | &nbsp;&nbsp; 42774 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 | 100 | &nbsp;&nbsp; 86161 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | 87 | &nbsp;&nbsp; 77913 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | 107 | &nbsp;&nbsp; 103038 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/32 | 30 | &nbsp;&nbsp; 29031 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | 50 | &nbsp;&nbsp; 52910 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 | 25 | &nbsp;&nbsp; 25112 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | 50 | &nbsp;&nbsp; 41286 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | 87 | &nbsp;&nbsp; 70793 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | 50 | &nbsp;&nbsp; 49836 |
| &nbsp;&nbsp;&nbsp; Series D, 4.05%, 02/09/29 | 75 | &nbsp;&nbsp; 74504 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | 50 | &nbsp;&nbsp; 50070 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | 200 | &nbsp;&nbsp; 196355 |
| &nbsp;&nbsp;&nbsp; Series DD, 2.40%, 05/01/30 | 71 | &nbsp;&nbsp; 65456 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50 | 71 | &nbsp;&nbsp; 45506 |
| &nbsp;&nbsp;&nbsp; Series GG, 5.90%, 05/01/53 | 50 | &nbsp;&nbsp; 49516 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27<sup>(a)</sup> | 171 | &nbsp;&nbsp; 169510 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | 300 | &nbsp;&nbsp; 301073 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | 65 | &nbsp;&nbsp; 65314 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | 60 | &nbsp;&nbsp; 60555 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | 150 | &nbsp;&nbsp; 151205 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 144 | &nbsp;&nbsp; 136547 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101453 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | 100 | &nbsp;&nbsp; 97361 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | 86 | &nbsp;&nbsp; 81347 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30 | 150 | &nbsp;&nbsp; 152417 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | 75 | &nbsp;&nbsp; 76389 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 300 | &nbsp;&nbsp; 273379 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74328 |
| &nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | 86 | &nbsp;&nbsp; 75781 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | 65 | &nbsp;&nbsp; 66569 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 135 | &nbsp;&nbsp; 135941 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | 150 | &nbsp;&nbsp; 151390 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | 100 | &nbsp;&nbsp; 101238 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 127084 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | 96 | &nbsp;&nbsp; 59317 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| NextEra Energy Capital Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 | $150 | &nbsp;&nbsp; $135361 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 150 | &nbsp;&nbsp; 141004 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55<sup>(a)</sup> | 105 | &nbsp;&nbsp; 103063 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/01/56 | 75 | &nbsp;&nbsp; 73197 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.67%), 4.80%, 12/01/77<sup>(c)</sup> | 25 | &nbsp;&nbsp; 24413 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.46%), 6.75%, 06/15/54<sup>(c)</sup> | 125 | &nbsp;&nbsp; 129317 |
| Northern States Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/31 | 55 | &nbsp;&nbsp; 49558 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | 75 | &nbsp;&nbsp; 75521 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/36 | 95 | &nbsp;&nbsp; 93801 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | 70 | &nbsp;&nbsp; 53708 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | 75 | &nbsp;&nbsp; 55413 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50<sup>(a)</sup> | 79 | &nbsp;&nbsp; 51097 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | 100 | &nbsp;&nbsp; 60276 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | 80 | &nbsp;&nbsp; 54278 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | 69 | &nbsp;&nbsp; 57426 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | 95 | &nbsp;&nbsp; 86555 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54<sup>(a)</sup> | 85 | &nbsp;&nbsp; 80558 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 50 | &nbsp;&nbsp; 49090 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | 75 | &nbsp;&nbsp; 73606 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/56 | 75 | &nbsp;&nbsp; 72883 |
| NorthWestern Corp., 4.18%, 11/15/44 | 75 | &nbsp;&nbsp; 60853 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | 50 | &nbsp;&nbsp; 50646 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | 25 | &nbsp;&nbsp; 25553 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | 75 | &nbsp;&nbsp; 75468 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44<sup>(a)</sup> | 50 | &nbsp;&nbsp; 42000 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | 79 | &nbsp;&nbsp; 65530 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 50 | &nbsp;&nbsp; 44254 |
| &nbsp;&nbsp;&nbsp; NYSEG Storm Funding LLC, Series A-2, 4.87%, <br> 05/01/32<br>| 300 | &nbsp;&nbsp; 304644 |
| OGE Energy Corp., 5.45%, 05/15/29 | 25 | &nbsp;&nbsp; 25613 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | 50 | &nbsp;&nbsp; 48765 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | 61 | &nbsp;&nbsp; 49860 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | 41 | &nbsp;&nbsp; 35766 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 61836 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/50 | 60 | &nbsp;&nbsp; 53466 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | 50 | &nbsp;&nbsp; 50893 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 | 75 | &nbsp;&nbsp; 72064 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | 50 | &nbsp;&nbsp; 48549 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25672 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | 71 | &nbsp;&nbsp; 54794 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | 50 | &nbsp;&nbsp; 37331 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | 76 | &nbsp;&nbsp; 66014 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | 76 | &nbsp;&nbsp; 45456 |
| Oklahoma Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 | 50 | &nbsp;&nbsp; 49446 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 | 50 | &nbsp;&nbsp; 47713 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 | 171 | &nbsp;&nbsp; 163054 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/33 | 100 | &nbsp;&nbsp; 102980 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/47 | 50 | &nbsp;&nbsp; 39524 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | 75 | &nbsp;&nbsp; 71917 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 | 60 | &nbsp;&nbsp; 59112 |
| &nbsp;&nbsp;&nbsp; 04/01/56<sup>(e)</sup> | 70 | &nbsp;&nbsp; 69857 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 25 | &nbsp;&nbsp; 24994 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | 62 | &nbsp;&nbsp; 61033 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | 50 | &nbsp;&nbsp; 50380 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 159994 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/31<sup>(b)</sup> | 150 | &nbsp;&nbsp; 149174 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Oncor Electric Delivery Co. LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | $75 | &nbsp;&nbsp; $74053 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | 55 | &nbsp;&nbsp; 57601 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40873 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40<sup>(a)</sup> | 87 | &nbsp;&nbsp; 84505 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | 75 | &nbsp;&nbsp; 71130 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | 87 | &nbsp;&nbsp; 66936 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | 121 | &nbsp;&nbsp; 88602 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | 86 | &nbsp;&nbsp; 55982 |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | 74 | &nbsp;&nbsp; 42903 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | 100 | &nbsp;&nbsp; 81770 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | 100 | &nbsp;&nbsp; 87831 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 46289 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | 75 | &nbsp;&nbsp; 71580 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 | 50 | &nbsp;&nbsp; 49483 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/56<sup>(b)</sup> | 150 | &nbsp;&nbsp; 149876 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | 100 | &nbsp;&nbsp; 100994 |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | 202 | &nbsp;&nbsp; 195771 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27<sup>(a)</sup> | 145 | &nbsp;&nbsp; 141996 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | 75 | &nbsp;&nbsp; 75635 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | 59 | &nbsp;&nbsp; 57082 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/28 | 71 | &nbsp;&nbsp; 69762 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 | 105 | &nbsp;&nbsp; 108652 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29<sup>(a)</sup> | 130 | &nbsp;&nbsp; 128458 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | 75 | &nbsp;&nbsp; 76781 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | 341 | &nbsp;&nbsp; 336378 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31<sup>(a)</sup> | 257 | &nbsp;&nbsp; 230325 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 | 100 | &nbsp;&nbsp; 92234 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | 137 | &nbsp;&nbsp; 131951 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | 100 | &nbsp;&nbsp; 103543 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/32 | 100 | &nbsp;&nbsp; 99350 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | 115 | &nbsp;&nbsp; 120244 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | 40 | &nbsp;&nbsp; 42452 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 | 90 | &nbsp;&nbsp; 98563 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/15/34 | 125 | &nbsp;&nbsp; 128086 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | 130 | &nbsp;&nbsp; 131775 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 | 95 | &nbsp;&nbsp; 98150 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/01/36 | 75 | &nbsp;&nbsp; 73097 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | 241 | &nbsp;&nbsp; 205655 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | 154 | &nbsp;&nbsp; 115171 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | 78 | &nbsp;&nbsp; 62855 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | 100 | &nbsp;&nbsp; 82367 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44<sup>(a)</sup> | 87 | &nbsp;&nbsp; 72487 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | 74 | &nbsp;&nbsp; 57800 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | 100 | &nbsp;&nbsp; 73190 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | 150 | &nbsp;&nbsp; 109155 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | 404 | &nbsp;&nbsp; 334664 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | 155 | &nbsp;&nbsp; 102485 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | 150 | &nbsp;&nbsp; 127634 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | 135 | &nbsp;&nbsp; 140074 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | 85 | &nbsp;&nbsp; 87982 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | 100 | &nbsp;&nbsp; 93185 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | 100 | &nbsp;&nbsp; 96615 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | 75 | &nbsp;&nbsp; 72039 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/56 | 80 | &nbsp;&nbsp; 75923 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | 50 | &nbsp;&nbsp; 50644 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 25 | &nbsp;&nbsp; 24717 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/29 | 50 | &nbsp;&nbsp; 50003 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 | 250 | &nbsp;&nbsp; 240622 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | 100 | &nbsp;&nbsp; 91138 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50676 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| PacifiCorp (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/31 | $50 | &nbsp;&nbsp; $50127 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 | 75 | &nbsp;&nbsp; 75240 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | 150 | &nbsp;&nbsp; 149439 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/35 | 87 | &nbsp;&nbsp; 85044 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/36 | 75 | &nbsp;&nbsp; 75601 |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | 157 | &nbsp;&nbsp; 160718 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | 250 | &nbsp;&nbsp; 248288 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | 87 | &nbsp;&nbsp; 67871 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | 50 | &nbsp;&nbsp; 36654 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | 87 | &nbsp;&nbsp; 63534 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | 100 | &nbsp;&nbsp; 62272 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | 74 | &nbsp;&nbsp; 42091 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | 100 | &nbsp;&nbsp; 85747 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 | 130 | &nbsp;&nbsp; 113944 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | 175 | &nbsp;&nbsp; 159862 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | 54 | &nbsp;&nbsp; 54348 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | 75 | &nbsp;&nbsp; 74316 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | 69 | &nbsp;&nbsp; 44819 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | 63 | &nbsp;&nbsp; 40794 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | 82 | &nbsp;&nbsp; 50290 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | 50 | &nbsp;&nbsp; 42032 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | 50 | &nbsp;&nbsp; 40472 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | 100 | &nbsp;&nbsp; 92683 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | 130 | &nbsp;&nbsp; 127948 |
| &nbsp;&nbsp;&nbsp; PG&E Energy Recovery Funding LLC, Series A-3, <br> 2.82%, 07/15/46<br>| 250 | &nbsp;&nbsp; 184264 |
| &nbsp;&nbsp;&nbsp; PG&E Recovery Funding LLC, Series 2024-A, <br> Class A2, 5.23%, 06/01/42<br>| 500 | &nbsp;&nbsp; 490795 |
| Pinnacle West Capital Corp., 4.90%, 05/15/28 | 70 | &nbsp;&nbsp; 70526 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | 25 | &nbsp;&nbsp; 25431 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | 100 | &nbsp;&nbsp; 110414 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | 87 | &nbsp;&nbsp; 71848 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | 25 | &nbsp;&nbsp; 23702 |
| PPL Capital Funding, Inc., 5.25%, 09/01/34 | 100 | &nbsp;&nbsp; 100708 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | 100 | &nbsp;&nbsp; 101061 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | 25 | &nbsp;&nbsp; 24913 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | 87 | &nbsp;&nbsp; 78227 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | 60 | &nbsp;&nbsp; 38649 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | 100 | &nbsp;&nbsp; 92687 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | 100 | &nbsp;&nbsp; 96913 |
| Progress Energy, Inc., 7.75%, 03/01/31 | 50 | &nbsp;&nbsp; 56368 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 | 171 | &nbsp;&nbsp; 168734 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/29 | 50 | &nbsp;&nbsp; 49857 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | 75 | &nbsp;&nbsp; 76391 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | 150 | &nbsp;&nbsp; 149506 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/36 | 25 | &nbsp;&nbsp; 24642 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42<sup>(a)</sup> | 87 | &nbsp;&nbsp; 67104 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | 75 | &nbsp;&nbsp; 62380 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | 171 | &nbsp;&nbsp; 128039 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | 150 | &nbsp;&nbsp; 135739 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | 125 | &nbsp;&nbsp; 121421 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | 125 | &nbsp;&nbsp; 123900 |
| &nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | 140 | &nbsp;&nbsp; 123643 |
| &nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | 50 | &nbsp;&nbsp; 29567 |
| &nbsp;&nbsp;&nbsp; Series 38, 4.10%, 06/01/32 | 80 | &nbsp;&nbsp; 77763 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | 25 | &nbsp;&nbsp; 25033 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | 50 | &nbsp;&nbsp; 51532 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Public Service Co. of New Hampshire (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | $45 | &nbsp;&nbsp; $40941 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31 | 50 | &nbsp;&nbsp; 44390 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | 100 | &nbsp;&nbsp; 101198 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/35 | 100 | &nbsp;&nbsp; 99472 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | 125 | &nbsp;&nbsp; 125802 |
| &nbsp;&nbsp;&nbsp; Series J, 2.20%, 08/15/31 | 87 | &nbsp;&nbsp; 76312 |
| &nbsp;&nbsp;&nbsp; Series K, 3.15%, 08/15/51 | 70 | &nbsp;&nbsp; 44669 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 | 200 | &nbsp;&nbsp; 197240 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | 87 | &nbsp;&nbsp; 84411 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30<sup>(a)</sup> | 71 | &nbsp;&nbsp; 66186 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | 141 | &nbsp;&nbsp; 123554 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 | 100 | &nbsp;&nbsp; 101281 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | 35 | &nbsp;&nbsp; 34585 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | 50 | &nbsp;&nbsp; 50849 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | 150 | &nbsp;&nbsp; 148562 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | 25 | &nbsp;&nbsp; 24807 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | 50 | &nbsp;&nbsp; 41262 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | 50 | &nbsp;&nbsp; 39278 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | 114 | &nbsp;&nbsp; 87816 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | 87 | &nbsp;&nbsp; 66130 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | 50 | &nbsp;&nbsp; 33589 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | 71 | &nbsp;&nbsp; 47248 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | 50 | &nbsp;&nbsp; 30795 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | 71 | &nbsp;&nbsp; 45476 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | 75 | &nbsp;&nbsp; 68405 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | 100 | &nbsp;&nbsp; 96028 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54<sup>(a)</sup> | 50 | &nbsp;&nbsp; 47745 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | 50 | &nbsp;&nbsp; 46632 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.05%, 03/01/35 | 35 | &nbsp;&nbsp; 35196 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48265 |
| &nbsp;&nbsp;&nbsp; Series R, 4.20%, 01/01/31 | 50 | &nbsp;&nbsp; 49337 |
| &nbsp;&nbsp;&nbsp; Series R, 5.63%, 01/01/56<sup>(a)</sup> | 35 | &nbsp;&nbsp; 34435 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 | 50 | &nbsp;&nbsp; 51597 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | 50 | &nbsp;&nbsp; 50949 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | 45 | &nbsp;&nbsp; 45447 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | 100 | &nbsp;&nbsp; 87963 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | 100 | &nbsp;&nbsp; 88630 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | 50 | &nbsp;&nbsp; 52957 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 | 50 | &nbsp;&nbsp; 50755 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | 50 | &nbsp;&nbsp; 50509 |
| Puget Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | 71 | &nbsp;&nbsp; 67670 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | 87 | &nbsp;&nbsp; 84312 |
| &nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 | 61 | &nbsp;&nbsp; 58187 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/15/35 | 75 | &nbsp;&nbsp; 75546 |
| Puget Sound Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.33%, 06/15/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25551 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | 87 | &nbsp;&nbsp; 88715 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | 50 | &nbsp;&nbsp; 40433 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | 87 | &nbsp;&nbsp; 69556 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | 50 | &nbsp;&nbsp; 33337 |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | 50 | &nbsp;&nbsp; 30877 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 | 100 | &nbsp;&nbsp; 94617 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | 25 | &nbsp;&nbsp; 24450 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | 75 | &nbsp;&nbsp; 72609 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | 100 | &nbsp;&nbsp; 101584 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 | 100 | &nbsp;&nbsp; 101695 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44990 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| San Diego Gas & Electric Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | $121 | &nbsp;&nbsp; $94611 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | 95 | &nbsp;&nbsp; 87398 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | 75 | &nbsp;&nbsp; 71074 |
| &nbsp;&nbsp;&nbsp; Series DDDD, 5.20%, 03/15/36 | 40 | &nbsp;&nbsp; 39888 |
| &nbsp;&nbsp;&nbsp; Series EEEE, 5.95%, 03/15/56 | 35 | &nbsp;&nbsp; 35094 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | 50 | &nbsp;&nbsp; 38354 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | 87 | &nbsp;&nbsp; 76964 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | 50 | &nbsp;&nbsp; 31398 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | 100 | &nbsp;&nbsp; 90948 |
| &nbsp;&nbsp;&nbsp; SCE Recovery Funding LLC, Series 2025-A, <br> Class A3, 5.54%, 09/15/52<br>| 400 | &nbsp;&nbsp; 391053 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | 341 | &nbsp;&nbsp; 334608 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 111 | &nbsp;&nbsp; 108418 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51489 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/36 | 100 | &nbsp;&nbsp; 98591 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | 171 | &nbsp;&nbsp; 144346 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | 171 | &nbsp;&nbsp; 127163 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.63%), 6.40%, 10/01/54<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149531 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.87%), 4.13%, 04/01/52<sup>(c)</sup> | 112 | &nbsp;&nbsp; 108921 |
| Sierra Pacific Power Co., 5.90%, 03/15/54 | 75 | &nbsp;&nbsp; 73925 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101848 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 202788 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | 100 | &nbsp;&nbsp; 101405 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | 100 | &nbsp;&nbsp; 94268 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | 75 | &nbsp;&nbsp; 76128 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 171 | &nbsp;&nbsp; 154695 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31<sup>(a)</sup> | 45 | &nbsp;&nbsp; 46033 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | 40 | &nbsp;&nbsp; 42057 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/33 | 100 | &nbsp;&nbsp; 98214 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | 157 | &nbsp;&nbsp; 163682 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | 100 | &nbsp;&nbsp; 99256 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | 100 | &nbsp;&nbsp; 100373 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | 50 | &nbsp;&nbsp; 48121 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 171 | &nbsp;&nbsp; 146838 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | 62 | &nbsp;&nbsp; 51850 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | 171 | &nbsp;&nbsp; 127041 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | 141 | &nbsp;&nbsp; 96707 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | 70 | &nbsp;&nbsp; 45807 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | 50 | &nbsp;&nbsp; 45902 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53<sup>(a)</sup> | 90 | &nbsp;&nbsp; 85108 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 50 | &nbsp;&nbsp; 46409 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | 80 | &nbsp;&nbsp; 76251 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 75 | &nbsp;&nbsp; 74378 |
| &nbsp;&nbsp;&nbsp; Series 2005-E, 5.35%, 07/15/35 | 50 | &nbsp;&nbsp; 49395 |
| &nbsp;&nbsp;&nbsp; Series 2008-A, 5.95%, 02/01/38 | 87 | &nbsp;&nbsp; 88206 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | 50 | &nbsp;&nbsp; 29985 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49207 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | 87 | &nbsp;&nbsp; 72442 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | 87 | &nbsp;&nbsp; 61814 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | 150 | &nbsp;&nbsp; 112267 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | 65 | &nbsp;&nbsp; 65040 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | 150 | &nbsp;&nbsp; 132910 |
| &nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | 166 | &nbsp;&nbsp; 148262 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | 76 | &nbsp;&nbsp; 52089 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 | 100 | &nbsp;&nbsp; 100866 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | 60 | &nbsp;&nbsp; 60572 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 | 75 | &nbsp;&nbsp; 77276 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 | 60 | &nbsp;&nbsp; 60601 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | 75 | &nbsp;&nbsp; 77717 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Southern Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 | $100 | &nbsp;&nbsp; $97280 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | 150 | &nbsp;&nbsp; 137771 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | 180 | &nbsp;&nbsp; 148160 |
| &nbsp;&nbsp;&nbsp; Series 2021-B, 1.75%, 03/15/28 | 25 | &nbsp;&nbsp; 23786 |
| &nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 193498 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/41 | 70 | &nbsp;&nbsp; 65838 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | 87 | &nbsp;&nbsp; 81248 |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, 10/01/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49355 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, 10/01/35 | 50 | &nbsp;&nbsp; 48355 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | 71 | &nbsp;&nbsp; 61895 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 | 50 | &nbsp;&nbsp; 50701 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/36 | 50 | &nbsp;&nbsp; 49168 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | 71 | &nbsp;&nbsp; 45405 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/01/56 | 50 | &nbsp;&nbsp; 48658 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | 100 | &nbsp;&nbsp; 72928 |
| &nbsp;&nbsp;&nbsp; Series M, 4.10%, 09/15/28 | 171 | &nbsp;&nbsp; 169819 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | 50 | &nbsp;&nbsp; 50154 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | 87 | &nbsp;&nbsp; 63958 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | 71 | &nbsp;&nbsp; 51134 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | 75 | &nbsp;&nbsp; 75555 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | 71 | &nbsp;&nbsp; 45801 |
| System Energy Resources, Inc., 5.30%, 12/15/34 | 75 | &nbsp;&nbsp; 74803 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 | 35 | &nbsp;&nbsp; 35459 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50144 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | 37 | &nbsp;&nbsp; 30628 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48<sup>(a)</sup> | 71 | &nbsp;&nbsp; 57236 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | 64 | &nbsp;&nbsp; 52159 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50<sup>(a)</sup> | 80 | &nbsp;&nbsp; 57095 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51<sup>(a)</sup> | 50 | &nbsp;&nbsp; 34590 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 35 | &nbsp;&nbsp; 31018 |
| Toledo Edison Co., 6.15%, 05/15/37 | 74 | &nbsp;&nbsp; 79481 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/32 | 87 | &nbsp;&nbsp; 79761 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25142 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | 87 | &nbsp;&nbsp; 75059 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | 50 | &nbsp;&nbsp; 37642 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | 70 | &nbsp;&nbsp; 65314 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24749 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 171 | &nbsp;&nbsp; 168581 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | 100 | &nbsp;&nbsp; 94722 |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | 171 | &nbsp;&nbsp; 149219 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50794 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | 50 | &nbsp;&nbsp; 50564 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/36 | 50 | &nbsp;&nbsp; 48803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | 71 | &nbsp;&nbsp; 54820 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | 87 | &nbsp;&nbsp; 58236 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | 100 | &nbsp;&nbsp; 74950 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 100 | &nbsp;&nbsp; 94516 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | 50 | &nbsp;&nbsp; 45972 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | 50 | &nbsp;&nbsp; 45306 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/56 | 50 | &nbsp;&nbsp; 48205 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | 87 | &nbsp;&nbsp; 76938 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | 70 | &nbsp;&nbsp; 61717 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | 45 | &nbsp;&nbsp; 45259 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/33 | 50 | &nbsp;&nbsp; 51146 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | 25 | &nbsp;&nbsp; 24918 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Virginia Electric and Power Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34<sup>(a)</sup> | $100 | &nbsp;&nbsp; $99864 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 125 | &nbsp;&nbsp; 124751 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 | 125 | &nbsp;&nbsp; 121849 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | 150 | &nbsp;&nbsp; 195221 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43<sup>(a)</sup> | 87 | &nbsp;&nbsp; 69618 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | 162 | &nbsp;&nbsp; 135924 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | 81 | &nbsp;&nbsp; 67006 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | 71 | &nbsp;&nbsp; 47635 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50<sup>(a)</sup> | 100 | &nbsp;&nbsp; 55740 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | 87 | &nbsp;&nbsp; 53423 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | 100 | &nbsp;&nbsp; 93634 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | 100 | &nbsp;&nbsp; 96811 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54<sup>(a)</sup> | 55 | &nbsp;&nbsp; 50662 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | 75 | &nbsp;&nbsp; 70881 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | 75 | &nbsp;&nbsp; 71796 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/56 | 150 | &nbsp;&nbsp; 144691 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | 87 | &nbsp;&nbsp; 86141 |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | 60 | &nbsp;&nbsp; 57314 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | 87 | &nbsp;&nbsp; 91465 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | 78 | &nbsp;&nbsp; 77519 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | 171 | &nbsp;&nbsp; 180261 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | 50 | &nbsp;&nbsp; 40067 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | 87 | &nbsp;&nbsp; 64846 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/35 | 100 | &nbsp;&nbsp; 97838 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | 75 | &nbsp;&nbsp; 57722 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52<sup>(a)</sup> | 61 | &nbsp;&nbsp; 50231 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | 87 | &nbsp;&nbsp; 75552 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55<sup>(a)</sup> | 160 | &nbsp;&nbsp; 152269 |
| WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 | 100 | &nbsp;&nbsp; 101077 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 100 | &nbsp;&nbsp; 100732 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 47218 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 | 35 | &nbsp;&nbsp; 30795 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | 86 | &nbsp;&nbsp; 81590 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25470 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | 45 | &nbsp;&nbsp; 44396 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 | 80 | &nbsp;&nbsp; 80333 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/34 | 25 | &nbsp;&nbsp; 24627 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 89817 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/56 | 50 | &nbsp;&nbsp; 48998 |
| Wisconsin Power & Light Co., 5.70%, 12/15/55 | 50 | &nbsp;&nbsp; 48449 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | 171 | &nbsp;&nbsp; 163756 |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | 66 | &nbsp;&nbsp; 57256 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | 100 | &nbsp;&nbsp; 95287 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | 100 | &nbsp;&nbsp; 71441 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31 | 25 | &nbsp;&nbsp; 24714 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | 109 | &nbsp;&nbsp; 74556 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | 82 | &nbsp;&nbsp; 50040 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | 25 | &nbsp;&nbsp; 25128 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 | 171 | &nbsp;&nbsp; 169928 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 | 70 | &nbsp;&nbsp; 65388 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 | 100 | &nbsp;&nbsp; 95483 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/15/31 | 71 | &nbsp;&nbsp; 62549 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | 83 | &nbsp;&nbsp; 81533 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | 100 | &nbsp;&nbsp; 102073 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Xcel Energy, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 75 | &nbsp;&nbsp; $76241 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | 150 | &nbsp;&nbsp; 152438 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | 70 | &nbsp;&nbsp; 48831 |
|  |  | &nbsp;&nbsp; 78272069 |
| **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** |
| ABB Finance USA, Inc., 4.38%, 05/08/42 | 100 | &nbsp;&nbsp; 87217 |
| Allegion PLC, 3.50%, 10/01/29 | 87 | &nbsp;&nbsp; 83793 |
| Allegion U.S. Holding Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | 25 | &nbsp;&nbsp; 24644 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | 40 | &nbsp;&nbsp; 40829 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | 50 | &nbsp;&nbsp; 51028 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | 25 | &nbsp;&nbsp; 25185 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | 95 | &nbsp;&nbsp; 94429 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75219 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | 45 | &nbsp;&nbsp; 44666 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25529 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 | 100 | &nbsp;&nbsp; 100204 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | 171 | &nbsp;&nbsp; 160873 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | 125 | &nbsp;&nbsp; 123155 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | 82 | &nbsp;&nbsp; 72774 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | 170 | &nbsp;&nbsp; 165916 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51090 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99873 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | 185 | &nbsp;&nbsp; 178900 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54<sup>(a)</sup> | 50 | &nbsp;&nbsp; 47810 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 | 195 | &nbsp;&nbsp; 183126 |
| Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 | 50 | &nbsp;&nbsp; 50513 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | 71 | &nbsp;&nbsp; 62732 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | 25 | &nbsp;&nbsp; 25628 |
| Avnet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 | 40 | &nbsp;&nbsp; 41199 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | 87 | &nbsp;&nbsp; 77917 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | 70 | &nbsp;&nbsp; 70873 |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | 71 | &nbsp;&nbsp; 70125 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | 25 | &nbsp;&nbsp; 24017 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | 104 | &nbsp;&nbsp; 99044 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | 50 | &nbsp;&nbsp; 49923 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | 140 | &nbsp;&nbsp; 127972 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 | 75 | &nbsp;&nbsp; 73704 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28<sup>(a)</sup> | 87 | &nbsp;&nbsp; 82349 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 | 100 | &nbsp;&nbsp; 90028 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31<sup>(a)</sup> | 125 | &nbsp;&nbsp; 111046 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 25 | &nbsp;&nbsp; 25164 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | 171 | &nbsp;&nbsp; 105077 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | 58 | &nbsp;&nbsp; 35547 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 | 200 | &nbsp;&nbsp; 204068 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | 87 | &nbsp;&nbsp; 87187 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | 50 | &nbsp;&nbsp; 49965 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/32 | 75 | &nbsp;&nbsp; 75300 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/13/35 | 75 | &nbsp;&nbsp; 73364 |
| Fortive Corp., 4.30%, 06/15/46 | 25 | &nbsp;&nbsp; 19976 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29<sup>(a)</sup> | 257 | &nbsp;&nbsp; 244085 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 155013 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** | **Electronic Equipment, Instruments & Components (continued)** |
| Honeywell International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | 171 | &nbsp;&nbsp; $148078 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | 75 | &nbsp;&nbsp; 76567 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 75 | &nbsp;&nbsp; 75169 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | 50 | &nbsp;&nbsp; 51215 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | 140 | &nbsp;&nbsp; 137731 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | 150 | &nbsp;&nbsp; 151395 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | 87 | &nbsp;&nbsp; 65934 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | 76 | &nbsp;&nbsp; 49229 |
| Hubbell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 100 | &nbsp;&nbsp; 98367 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 | 25 | &nbsp;&nbsp; 24346 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | 80 | &nbsp;&nbsp; 79794 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/29 | 30 | &nbsp;&nbsp; 29636 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | 75 | &nbsp;&nbsp; 72057 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | 200 | &nbsp;&nbsp; 184284 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 25 | &nbsp;&nbsp; 24343 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | 100 | &nbsp;&nbsp; 100113 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | 140 | &nbsp;&nbsp; 133134 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98954 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | 100 | &nbsp;&nbsp; 94938 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 | 50 | &nbsp;&nbsp; 49444 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | 87 | &nbsp;&nbsp; 77201 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/10/35 | 100 | &nbsp;&nbsp; 96882 |
| Trimble, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 | 75 | &nbsp;&nbsp; 75266 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 | 100 | &nbsp;&nbsp; 104630 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 | 50 | &nbsp;&nbsp; 49872 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | 60 | &nbsp;&nbsp; 53233 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 | 150 | &nbsp;&nbsp; 149502 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/09/36<sup>(a)</sup> | 35 | &nbsp;&nbsp; 34543 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | 25 | &nbsp;&nbsp; 23963 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | 50 | &nbsp;&nbsp; 45466 |
|  |  | &nbsp;&nbsp; 6323362 |
| **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 74 | &nbsp;&nbsp; 70812 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-<br> Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | 129 | &nbsp;&nbsp; 127183 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/11/29 | 85 | &nbsp;&nbsp; 84567 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29<sup>(a)</sup> | 82 | &nbsp;&nbsp; 78954 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/31 | 175 | &nbsp;&nbsp; 172706 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/33<sup>(a)</sup> | 150 | &nbsp;&nbsp; 147634 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/36 | 155 | &nbsp;&nbsp; 152179 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/15/47<sup>(a)</sup> | 257 | &nbsp;&nbsp; 201830 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/56 | 155 | &nbsp;&nbsp; 151674 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/01/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 70694 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35<sup>(a)</sup> | 171 | &nbsp;&nbsp; 166294 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39<sup>(a)</sup> | 200 | &nbsp;&nbsp; 233927 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | 50 | &nbsp;&nbsp; 43243 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | 114 | &nbsp;&nbsp; 99646 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45<sup>(a)</sup> | 250 | &nbsp;&nbsp; 221744 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| NOV, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 | 71 | &nbsp;&nbsp; $68563 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 | 153 | &nbsp;&nbsp; 120217 |
|  |  | &nbsp;&nbsp; 2211867 |
| **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** | **Environmental, Maintenance & Security Service — 0.1%** |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | 25 | &nbsp;&nbsp; 24678 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | 200 | &nbsp;&nbsp; 198828 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101498 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 50 | &nbsp;&nbsp; 51080 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 69191 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40512 |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31<sup>(a)</sup> | 153 | &nbsp;&nbsp; 132659 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 | 171 | &nbsp;&nbsp; 146345 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33<sup>(a)</sup> | 257 | &nbsp;&nbsp; 221819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40633 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | 100 | &nbsp;&nbsp; 101019 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 | 45 | &nbsp;&nbsp; 45929 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 135 | &nbsp;&nbsp; 137659 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | 75 | &nbsp;&nbsp; 76646 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | 75 | &nbsp;&nbsp; 76589 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30<sup>(a)</sup> | 150 | &nbsp;&nbsp; 141143 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | 171 | &nbsp;&nbsp; 150233 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | 73 | &nbsp;&nbsp; 67448 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | 100 | &nbsp;&nbsp; 96760 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | 50 | &nbsp;&nbsp; 50324 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35<sup>(a)</sup> | 45 | &nbsp;&nbsp; 45914 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/36 | 50 | &nbsp;&nbsp; 48988 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52<sup>(a)</sup> | 125 | &nbsp;&nbsp; 79314 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | 55 | &nbsp;&nbsp; 55532 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | 171 | &nbsp;&nbsp; 168423 |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | 50 | &nbsp;&nbsp; 47202 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 100 | &nbsp;&nbsp; 100652 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | 75 | &nbsp;&nbsp; 76257 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29<sup>(a)</sup> | 86 | &nbsp;&nbsp; 80258 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | 100 | &nbsp;&nbsp; 100903 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100915 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 148580 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | 50 | &nbsp;&nbsp; 51140 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | 100 | &nbsp;&nbsp; 101664 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(a)</sup> | 200 | &nbsp;&nbsp; 196166 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | 100 | &nbsp;&nbsp; 100213 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34<sup>(a)</sup> | 125 | &nbsp;&nbsp; 126395 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | 200 | &nbsp;&nbsp; 200494 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | 50 | &nbsp;&nbsp; 37293 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | 25 | &nbsp;&nbsp; 20783 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | 87 | &nbsp;&nbsp; 70581 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | 50 | &nbsp;&nbsp; 29727 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54<sup>(a)</sup> | 130 | &nbsp;&nbsp; 124005 |
|  |  | &nbsp;&nbsp; 4082392 |
| **Financial Services — 3.7%** | **Financial Services — 3.7%** | **Financial Services — 3.7%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | 150 | &nbsp;&nbsp; 152824 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | 345 | &nbsp;&nbsp; 341313 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | 150 | &nbsp;&nbsp; 150181 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | 150 | &nbsp;&nbsp; 148502 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 | 150 | &nbsp;&nbsp; 151035 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | $150 | &nbsp;&nbsp; $153684 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | 427 | &nbsp;&nbsp; 411024 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | 150 | &nbsp;&nbsp; 149704 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | 150 | &nbsp;&nbsp; 157633 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/30 | 150 | &nbsp;&nbsp; 147321 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 150 | &nbsp;&nbsp; 152362 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | 550 | &nbsp;&nbsp; 499524 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | 195 | &nbsp;&nbsp; 172526 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | 150 | &nbsp;&nbsp; 149271 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | 150 | &nbsp;&nbsp; 145788 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/35 | 150 | &nbsp;&nbsp; 144892 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41<sup>(a)</sup> | 150 | &nbsp;&nbsp; 119518 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 70 | &nbsp;&nbsp; 68950 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | 200 | &nbsp;&nbsp; 202236 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | 87 | &nbsp;&nbsp; 81812 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 50 | &nbsp;&nbsp; 50450 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | 87 | &nbsp;&nbsp; 82559 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | 71 | &nbsp;&nbsp; 65991 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | 50 | &nbsp;&nbsp; 50107 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | 200 | &nbsp;&nbsp; 177136 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | 340 | &nbsp;&nbsp; 340643 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | 200 | &nbsp;&nbsp; 207537 |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 | 100 | &nbsp;&nbsp; 94121 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | 200 | &nbsp;&nbsp; 220537 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31<sup>(a)</sup> | 121 | &nbsp;&nbsp; 134168 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.55%, 07/31/33<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49114 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.29%), 6.18%, 07/26/35<sup>(a)(c)</sup> | 110 | &nbsp;&nbsp; 110320 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.82%), 6.85%, 01/03/30<sup>(a)(c)</sup> | 50 | &nbsp;&nbsp; 52151 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | 200 | &nbsp;&nbsp; 199787 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | 400 | &nbsp;&nbsp; 403849 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | 200 | &nbsp;&nbsp; 204865 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | 200 | &nbsp;&nbsp; 190302 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | 200 | &nbsp;&nbsp; 197135 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | 400 | &nbsp;&nbsp; 358300 |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/15/31 | 200 | &nbsp;&nbsp; 205718 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | 200 | &nbsp;&nbsp; 215858 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | 200 | &nbsp;&nbsp; 224299 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34 | 200 | &nbsp;&nbsp; 210082 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | 200 | &nbsp;&nbsp; 209042 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 194976 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.37%, 07/15/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202157 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27<sup>(a)</sup> | 236 | &nbsp;&nbsp; 232817 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37<sup>(a)</sup> | 250 | &nbsp;&nbsp; 262178 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | 200 | &nbsp;&nbsp; 237615 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | 189 | &nbsp;&nbsp; 194644 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | 164 | &nbsp;&nbsp; 152580 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | 51 | &nbsp;&nbsp; 46949 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.98%, 01/24/29<sup>(c)</sup> | 325 | &nbsp;&nbsp; 327532 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.46%, 02/06/32<sup>(c)</sup> | 325 | &nbsp;&nbsp; 320932 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.16%, 01/24/31<sup>(c)</sup> | 420 | &nbsp;&nbsp; 428002 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 2.09%, 06/14/29<sup>(c)</sup> | 341 | &nbsp;&nbsp; 324441 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 4.62%, 05/09/29<sup>(c)</sup> | 300 | &nbsp;&nbsp; 301304 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.05%, 02/06/37<sup>(c)</sup> | 325 | &nbsp;&nbsp; 320677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 2.57%, 10/20/32<sup>(c)</sup> | 377 | &nbsp;&nbsp; 335424 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 2.30%, 07/21/32<sup>(c)</sup> | 495 | &nbsp;&nbsp; 436954 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.51%, 01/24/36<sup>(c)</sup> | 515 | &nbsp;&nbsp; 525187 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.69%, 04/22/32<sup>(c)</sup> | 536 | &nbsp;&nbsp; 485733 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Bank of America Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 2.97%, 02/04/33<sup>(c)</sup> | $457 | &nbsp;&nbsp; $413682 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 1.92%, 10/24/31<sup>(c)</sup> | 291 | &nbsp;&nbsp; 257897 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.53%), 1.90%, 07/23/31<sup>(c)</sup> | 341 | &nbsp;&nbsp; 303710 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 2.97%, 07/21/52<sup>(a)(c)</sup> | 220 | &nbsp;&nbsp; 139074 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.82%, 09/15/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 257897 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 4.38%, 04/27/28<sup>(c)</sup> | 336 | &nbsp;&nbsp; 335753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.31%, 04/22/42<sup>(c)</sup> | 411 | &nbsp;&nbsp; 313417 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 04/25/29<sup>(c)</sup> | 445 | &nbsp;&nbsp; 451336 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.46%, 05/09/36<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 203989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.65%), 5.47%, 01/23/35<sup>(c)</sup> | 590 | &nbsp;&nbsp; 602271 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.74%, 02/12/36<sup>(c)</sup> | 245 | &nbsp;&nbsp; 249231 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.52%, 10/25/35<sup>(c)</sup> | 500 | &nbsp;&nbsp; 499989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.57%, 04/27/33<sup>(c)</sup> | 473 | &nbsp;&nbsp; 464730 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.87%, 09/15/34<sup>(c)</sup> | 450 | &nbsp;&nbsp; 471222 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 2.83%, 10/24/51<sup>(c)</sup> | 140 | &nbsp;&nbsp; 85726 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.29%, 04/25/34<sup>(c)</sup> | 620 | &nbsp;&nbsp; 627536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.43%, 08/15/35<sup>(c)</sup> | 275 | &nbsp;&nbsp; 274357 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 2.68%, 06/19/41<sup>(c)</sup> | 611 | &nbsp;&nbsp; 437874 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 6.20%, 11/10/28<sup>(c)</sup> | 155 | &nbsp;&nbsp; 159230 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 4.95%, 07/22/28<sup>(c)</sup> | 420 | &nbsp;&nbsp; 422712 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.15%), 2.59%, 04/29/31<sup>(c)</sup> | 350 | &nbsp;&nbsp; 323342 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.16%), 5.02%, 07/22/33<sup>(c)</sup> | 610 | &nbsp;&nbsp; 613603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.50%, <br> 02/13/31<sup>(c)</sup><br>| 397 | &nbsp;&nbsp; 366955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.30%), 3.42%, <br> 12/20/28<sup>(c)</sup><br>| 700 | &nbsp;&nbsp; 687660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.97%, <br> 03/05/29<sup>(c)</sup><br>| 246 | &nbsp;&nbsp; 243768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.44%), 3.19%, <br> 07/23/30<sup>(c)</sup><br>| 301 | &nbsp;&nbsp; 288677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 2.88%, <br> 10/22/30<sup>(c)</sup><br>| 321 | &nbsp;&nbsp; 303634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 3.95%, <br> 01/23/49<sup>(c)</sup><br>| 104 | &nbsp;&nbsp; 80186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.47%), 3.97%, <br> 02/07/30<sup>(c)</sup><br>| 350 | &nbsp;&nbsp; 345184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 4.27%, <br> 07/23/29<sup>(c)</sup><br>| 324 | &nbsp;&nbsp; 322679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.58%), 4.08%, <br> 04/23/40<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 148819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 3.59%, <br> 07/21/28<sup>(c)</sup><br>| 162 | &nbsp;&nbsp; 160258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.71%, <br> 04/24/28<sup>(c)</sup><br>| 296 | &nbsp;&nbsp; 293746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.78%), 4.33%, <br> 03/15/50<sup>(c)</sup><br>| 291 | &nbsp;&nbsp; 235930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.08%), 4.24%, <br> 04/24/38<sup>(c)</sup><br>| 257 | &nbsp;&nbsp; 232779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.25%), 4.44%, <br> 01/20/48<sup>(c)</sup><br>| 247 | &nbsp;&nbsp; 207389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.41%), 4.08%, <br> 03/20/51<sup>(c)</sup><br>| 575 | &nbsp;&nbsp; 444767 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.20%), 2.48%, 09/21/36<sup>(c)</sup> | 221 | &nbsp;&nbsp; 191188 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.00%), 3.85%, 03/08/37<sup>(c)</sup> | 300 | &nbsp;&nbsp; 277889 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | 171 | &nbsp;&nbsp; 170416 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45<sup>(a)</sup> | 50 | &nbsp;&nbsp; 43666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.22%), 2.65%, <br> 03/11/32<sup>(c)</sup><br>| 291 | &nbsp;&nbsp; 263912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.65%), 3.48%, <br> 03/13/52<sup>(c)</sup><br>| 124 | &nbsp;&nbsp; 86191 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | 50 | &nbsp;&nbsp; 50637 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Bank of Nova Scotia (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | $60 | &nbsp;&nbsp; $61208 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51586 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30<sup>(a)</sup> | 85 | &nbsp;&nbsp; 85974 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | 171 | &nbsp;&nbsp; 150767 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | 171 | &nbsp;&nbsp; 151029 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | 250 | &nbsp;&nbsp; 260201 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 4.25%, 02/02/30<sup>(c)</sup> | 100 | &nbsp;&nbsp; 99089 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.76%), 4.04%, 09/15/28<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49682 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.93%, 02/14/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151259 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 4.40%, 09/08/28<sup>(c)</sup> | 125 | &nbsp;&nbsp; 124866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.81%, 02/02/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98580 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.13%, 02/14/31<sup>(c)</sup> | 75 | &nbsp;&nbsp; 76242 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 4.34%, 09/15/31<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49330 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 4.74%, 11/10/32<sup>(c)</sup> | 50 | &nbsp;&nbsp; 49875 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.05%), 4.59%, 05/04/37<sup>(c)</sup> | 100 | &nbsp;&nbsp; 95663 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | 250 | &nbsp;&nbsp; 248965 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45<sup>(a)</sup> | 250 | &nbsp;&nbsp; 230883 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | 200 | &nbsp;&nbsp; 176318 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.22%, 05/24/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196899 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 5.09%, 02/25/29<sup>(c)</sup> | 400 | &nbsp;&nbsp; 403273 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.48%, 11/11/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 198903 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.52%, 02/24/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 195619 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 5.37%, 02/25/31<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 203473 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.21%, 02/24/37<sup>(c)</sup> | 200 | &nbsp;&nbsp; 193557 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.94%, 09/10/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201031 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.79%, 02/25/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202226 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.74%), 5.69%, 03/12/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205512 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 5.86%, 08/11/46<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196396 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.34%, 09/10/35<sup>(c)</sup> | 400 | &nbsp;&nbsp; 396400 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 6.69%, 09/13/34<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 216116 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.22%, 05/09/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 209740 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.57%), 7.12%, 06/27/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 217625 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 2.67%, 03/10/32<sup>(c)</sup> | 490 | &nbsp;&nbsp; 439341 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 3.33%, 11/24/42<sup>(c)</sup> | 222 | &nbsp;&nbsp; 165002 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.65%), 5.50%, 08/09/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 303431 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.30%), 7.39%, 11/02/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 208293 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.50%), 7.44%, 11/02/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 223594 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.16%), 4.97%, 05/16/29<sup>(c)</sup> | 400 | &nbsp;&nbsp; 402433 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.90%), 3.56%, 09/23/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 186275 |
| Blackstone Reg Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/30<sup>(a)</sup> | 45 | &nbsp;&nbsp; 44292 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/06/34 | 50 | &nbsp;&nbsp; 48946 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/36<sup>(a)</sup> | 85 | &nbsp;&nbsp; 82034 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance, Inc., <br> 3.45%, 04/15/50<br>| 70 | &nbsp;&nbsp; 46012 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | 181 | &nbsp;&nbsp; 179013 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 200902 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | 87 | &nbsp;&nbsp; 85629 |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/15/31<sup>(a)</sup> | 107 | &nbsp;&nbsp; 97029 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34<sup>(a)</sup> | 150 | &nbsp;&nbsp; 159033 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | 50 | &nbsp;&nbsp; 50431 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36<sup>(a)</sup> | 35 | &nbsp;&nbsp; 34269 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | 87 | &nbsp;&nbsp; 72267 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | 79 | &nbsp;&nbsp; 52492 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | 61 | &nbsp;&nbsp; 41238 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | 100 | &nbsp;&nbsp; 96859 |
| &nbsp;&nbsp;&nbsp; 5.81%, 03/03/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71047 |
| Carlyle Group, Inc., 5.05%, 09/19/35<sup>(a)</sup> | 95 | &nbsp;&nbsp; 91660 |
| Cboe Global Markets, Inc., 3.00%, 03/16/32 | 121 | &nbsp;&nbsp; 110591 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | $475 | &nbsp;&nbsp; $475013 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | 230 | &nbsp;&nbsp; 228068 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | 74 | &nbsp;&nbsp; 80419 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | 184 | &nbsp;&nbsp; 191478 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | 210 | &nbsp;&nbsp; 261549 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | 127 | &nbsp;&nbsp; 128554 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | 87 | &nbsp;&nbsp; 93021 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | 87 | &nbsp;&nbsp; 80129 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | 130 | &nbsp;&nbsp; 113518 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | 257 | &nbsp;&nbsp; 216460 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | 107 | &nbsp;&nbsp; 90562 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.79%, 03/04/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 251261 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.64%, 05/07/28<sup>(c)</sup> | 275 | &nbsp;&nbsp; 275455 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 2.67%, 01/29/31<sup>(c)</sup> | 271 | &nbsp;&nbsp; 251403 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.50%, 09/11/31<sup>(c)</sup> | 390 | &nbsp;&nbsp; 385567 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 2.56%, 05/01/32<sup>(c)</sup> | 407 | &nbsp;&nbsp; 364079 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.52%, 11/03/32<sup>(c)</sup> | 484 | &nbsp;&nbsp; 426753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.54%, 09/19/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 249133 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 3.06%, 01/25/33<sup>(c)</sup> | 357 | &nbsp;&nbsp; 322848 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.17%, 02/13/30<sup>(c)</sup> | 320 | &nbsp;&nbsp; 324933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 2.90%, 11/03/42<sup>(c)</sup> | 187 | &nbsp;&nbsp; 133506 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 2.98%, 11/05/30<sup>(c)</sup> | 371 | &nbsp;&nbsp; 350412 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.45%, 06/11/35<sup>(c)</sup> | 250 | &nbsp;&nbsp; 253477 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 4.95%, 05/07/31<sup>(c)</sup> | 225 | &nbsp;&nbsp; 226458 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 5.33%, 03/27/36<sup>(c)</sup> | 310 | &nbsp;&nbsp; 310944 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.17%, 09/11/36<sup>(a)(c)</sup> | 420 | &nbsp;&nbsp; 416343 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 5.61%, 03/04/56<sup>(c)</sup> | 225 | &nbsp;&nbsp; 216096 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.02%, 01/24/36<sup>(c)</sup> | 315 | &nbsp;&nbsp; 321593 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 4.66%, 05/24/28<sup>(c)</sup> | 150 | &nbsp;&nbsp; 150282 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33<sup>(c)</sup> | 713 | &nbsp;&nbsp; 668833 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 5.83%, 02/13/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202628 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 4.91%, 05/24/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 497736 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 2.57%, 06/03/31<sup>(c)</sup> | 457 | &nbsp;&nbsp; 418923 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.27%, 11/17/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 213758 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.66%), 6.17%, 05/25/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 310536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.91%), 4.41%, 03/31/31<sup>(c)</sup> | 510 | &nbsp;&nbsp; 504170 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.55%), 5.32%, 03/26/41<sup>(c)</sup> | 150 | &nbsp;&nbsp; 144890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.41%), 3.52%, <br> 10/27/28<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 335926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 3.88%, <br> 01/24/39<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 172463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 4.08%, <br> 04/23/29<sup>(c)</sup><br>| 300 | &nbsp;&nbsp; 297793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.98%, <br> 03/20/30<sup>(c)</sup><br>| 377 | &nbsp;&nbsp; 370915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.65%), 3.67%, <br> 07/24/28<sup>(c)</sup><br>| 371 | &nbsp;&nbsp; 367049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.10%), 4.28%, <br> 04/24/48<sup>(c)</sup><br>| 121 | &nbsp;&nbsp; 98002 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.28%), 5.59%, 11/19/34<sup>(c)</sup> | 100 | &nbsp;&nbsp; 101499 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.73%), 5.41%, 09/19/39<sup>(c)</sup> | 100 | &nbsp;&nbsp; 97686 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | 50 | &nbsp;&nbsp; 50151 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | 69 | &nbsp;&nbsp; 62473 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | 171 | &nbsp;&nbsp; 168263 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48<sup>(a)</sup> | 70 | &nbsp;&nbsp; 57356 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 09/09/27 | 200 | &nbsp;&nbsp; 203400 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.47%, 12/10/31<sup>(a)(c)</sup> | 150 | &nbsp;&nbsp; 147485 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.73%, 02/06/32<sup>(c)</sup> | 150 | &nbsp;&nbsp; 147717 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 4.95%, 08/04/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149435 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Deutsche Bank AG (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.00%, 09/11/30<sup>(c)</sup> | $150 | &nbsp;&nbsp; $150707 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 5.30%, 05/09/31<sup>(c)</sup> | 150 | &nbsp;&nbsp; 151548 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.72%), 3.04%, 05/28/32<sup>(c)</sup> | 150 | &nbsp;&nbsp; 135822 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 5.40%, 09/11/35<sup>(c)</sup> | 150 | &nbsp;&nbsp; 149236 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 3.74%, 01/07/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 182284 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.76%), 3.73%, 01/14/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 185867 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.04%), 3.55%, 09/18/31<sup>(c)</sup> | 296 | &nbsp;&nbsp; 278276 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.18%), 6.72%, 01/18/29<sup>(c)</sup> | 150 | &nbsp;&nbsp; 155407 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.65%), 7.08%, 02/10/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 214317 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | 50 | &nbsp;&nbsp; 51460 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | 341 | &nbsp;&nbsp; 317206 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | 400 | &nbsp;&nbsp; 388716 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | 110 | &nbsp;&nbsp; 116335 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | 651 | &nbsp;&nbsp; 702218 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | 171 | &nbsp;&nbsp; 179996 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | 114 | &nbsp;&nbsp; 100509 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | 282 | &nbsp;&nbsp; 252192 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | 200 | &nbsp;&nbsp; 173226 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.71%), 4.15%, 01/21/29<sup>(c)</sup> | 740 | &nbsp;&nbsp; 735434 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.90%), 4.15%, 10/21/29<sup>(c)</sup> | 325 | &nbsp;&nbsp; 321967 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 4.52%, 01/21/32<sup>(c)</sup> | 750 | &nbsp;&nbsp; 738631 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 4.37%, 10/21/31<sup>(c)</sup> | 375 | &nbsp;&nbsp; 367697 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 5.21%, 01/28/31<sup>(c)</sup> | 275 | &nbsp;&nbsp; 279410 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 1.99%, 01/27/32<sup>(c)</sup> | 300 | &nbsp;&nbsp; 263290 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.69%, 10/23/30<sup>(c)</sup> | 335 | &nbsp;&nbsp; 335262 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37<sup>(c)</sup> | 500 | &nbsp;&nbsp; 488836 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.05%, 07/23/30<sup>(c)</sup> | 320 | &nbsp;&nbsp; 323855 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.38%, 07/21/32<sup>(c)</sup> | 527 | &nbsp;&nbsp; 465222 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.65%, 10/21/32<sup>(c)</sup> | 374 | &nbsp;&nbsp; 332030 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 5.73%, 04/25/30<sup>(a)(c)</sup> | 305 | &nbsp;&nbsp; 314666 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 2.62%, 04/22/32<sup>(c)</sup> | 500 | &nbsp;&nbsp; 449127 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 4.94%, 04/23/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 301466 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 5.54%, 01/21/47<sup>(c)</sup> | 350 | &nbsp;&nbsp; 333535 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 4.94%, 10/21/36<sup>(c)</sup> | 475 | &nbsp;&nbsp; 459998 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.54%, 01/28/36<sup>(c)</sup> | 375 | &nbsp;&nbsp; 381182 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 3.10%, 02/24/33<sup>(c)</sup> | 491 | &nbsp;&nbsp; 443446 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.02%, 10/23/35<sup>(c)</sup> | 440 | &nbsp;&nbsp; 431862 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.47%), 2.91%, 07/21/42<sup>(c)</sup> | 175 | &nbsp;&nbsp; 123263 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 3.21%, 04/22/42<sup>(c)</sup> | 271 | &nbsp;&nbsp; 200941 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.85%, 04/25/35<sup>(c)</sup> | 115 | &nbsp;&nbsp; 119332 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.33%, 07/23/35<sup>(c)</sup> | 420 | &nbsp;&nbsp; 421422 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31<sup>(c)</sup> | 350 | &nbsp;&nbsp; 355903 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.56%, 11/19/45<sup>(c)</sup> | 350 | &nbsp;&nbsp; 336712 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 3.44%, 02/24/43<sup>(c)</sup> | 216 | &nbsp;&nbsp; 162535 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.73%, 01/28/56<sup>(c)</sup> | 280 | &nbsp;&nbsp; 273372 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.48%, 08/23/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 299994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 6.48%, 10/24/29<sup>(c)</sup> | 250 | &nbsp;&nbsp; 261536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 6.56%, 10/24/34<sup>(c)</sup> | 150 | &nbsp;&nbsp; 163079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.81%, <br> 04/23/29<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 336384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.56%), 4.22%, <br> 05/01/29<sup>(c)</sup><br>| 471 | &nbsp;&nbsp; 468342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 4.02%, <br> 10/31/38<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 297677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.41%, <br> 04/23/39<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 153144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 3.69%, <br> 06/05/28<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 423224 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.18%), 5.39%, 02/02/41<sup>(c)</sup> | 250 | &nbsp;&nbsp; 241538 |
| Hercules Capital, Inc., 6.00%, 06/16/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 73582 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30<sup>(a)</sup> | $400 | &nbsp;&nbsp; $404678 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | 297 | &nbsp;&nbsp; 311915 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | 200 | &nbsp;&nbsp; 213537 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | 250 | &nbsp;&nbsp; 269105 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42<sup>(a)</sup> | 171 | &nbsp;&nbsp; 181143 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44<sup>(a)</sup> | 232 | &nbsp;&nbsp; 217000 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.99%), 4.40%, 03/10/30<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 198517 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.90%, 03/03/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201093 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 5.13%, 11/19/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201458 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.60%, 05/17/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202247 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.62%, 11/06/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197222 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 2.80%, 05/24/32<sup>(c)</sup> | 400 | &nbsp;&nbsp; 359742 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 4.68%, 03/10/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197350 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.21%, 08/17/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 189319 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.29%, 11/19/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203630 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.13%, 03/03/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202260 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 2.87%, 11/22/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 178952 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 5.13%, 11/06/36<sup>(c)</sup> | 400 | &nbsp;&nbsp; 391262 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.55%, 03/04/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.52%), 5.73%, 05/17/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206771 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.28%, 03/10/37<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196408 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.45%, 03/03/36<sup>(c)</sup> | 400 | &nbsp;&nbsp; 401165 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.24%, 05/13/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202817 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 2.01%, 09/22/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 192800 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.72%, 03/04/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205255 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.79%, 05/13/36<sup>(c)</sup> | 400 | &nbsp;&nbsp; 411176 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.95%), 2.36%, 08/18/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 180399 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.96%), 5.74%, 09/10/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200222 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.97%), 6.16%, 03/09/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205747 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.76%, 06/09/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200425 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 2.85%, 06/04/31<sup>(c)</sup> | 349 | &nbsp;&nbsp; 322529 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.39%), 6.25%, 03/09/34<sup>(c)</sup> | 300 | &nbsp;&nbsp; 317894 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 4.76%, 03/29/33<sup>(c)</sup> | 285 | &nbsp;&nbsp; 277866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.61%), 5.21%, 08/11/28<sup>(c)</sup> | 600 | &nbsp;&nbsp; 604849 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 6.33%, 03/09/44<sup>(a)(c)</sup> | 225 | &nbsp;&nbsp; 237151 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.55%, 06/20/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 210293 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.02%), 7.40%, 11/13/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 220966 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.25%), 8.11%, 11/03/33<sup>(c)</sup> | 300 | &nbsp;&nbsp; 343462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.80%), 4.58%, <br> 06/19/29<sup>(c)</sup><br>| 400 | &nbsp;&nbsp; 399713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.87%), 3.97%, <br> 05/22/30<sup>(c)</sup><br>| 611 | &nbsp;&nbsp; 598218 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.35%), 7.39%, 11/03/28<sup>(c)</sup> | 215 | &nbsp;&nbsp; 224110 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98267 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | 250 | &nbsp;&nbsp; 248872 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | 100 | &nbsp;&nbsp; 98414 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | 400 | &nbsp;&nbsp; 395188 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | 30 | &nbsp;&nbsp; 29708 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | 150 | &nbsp;&nbsp; 149675 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 133 | &nbsp;&nbsp; 120768 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31 | 80 | &nbsp;&nbsp; 78870 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | 50 | &nbsp;&nbsp; 51472 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | 158 | &nbsp;&nbsp; 133098 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | 212 | &nbsp;&nbsp; 209044 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | 171 | &nbsp;&nbsp; 123149 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | 157 | &nbsp;&nbsp; 124984 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50<sup>(a)</sup> | 126 | &nbsp;&nbsp; 80418 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52<sup>(a)</sup> | 174 | &nbsp;&nbsp; 153149 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | 145 | &nbsp;&nbsp; 82947 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | 130 | &nbsp;&nbsp; 115161 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | $87 | &nbsp;&nbsp; $87046 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | 171 | &nbsp;&nbsp; 169083 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | 389 | &nbsp;&nbsp; 427249 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | 66 | &nbsp;&nbsp; 67253 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 146 | &nbsp;&nbsp; 146281 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | 171 | &nbsp;&nbsp; 167695 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43<sup>(a)</sup> | 137 | &nbsp;&nbsp; 136320 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44<sup>(a)</sup> | 124 | &nbsp;&nbsp; 113650 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | 214 | &nbsp;&nbsp; 194286 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.92%, 01/24/29<sup>(c)</sup> | 260 | &nbsp;&nbsp; 262214 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.35%, 01/22/32<sup>(c)</sup> | 210 | &nbsp;&nbsp; 207036 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 4.51%, 10/22/28<sup>(c)</sup> | 235 | &nbsp;&nbsp; 234950 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.57%, 04/22/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 253052 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.98%, 07/22/28<sup>(c)</sup> | 260 | &nbsp;&nbsp; 261748 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.26%, 10/22/31<sup>(c)</sup> | 245 | &nbsp;&nbsp; 241173 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.14%, 01/24/31<sup>(c)</sup> | 295 | &nbsp;&nbsp; 300399 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.07%, 06/01/29<sup>(c)</sup> | 240 | &nbsp;&nbsp; 228359 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 4.60%, 10/22/30<sup>(c)</sup> | 300 | &nbsp;&nbsp; 300640 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 1.95%, 02/04/32<sup>(c)</sup> | 341 | &nbsp;&nbsp; 300250 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 4.90%, 01/22/37<sup>(c)</sup> | 290 | &nbsp;&nbsp; 283768 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.00%, 07/22/30<sup>(c)</sup> | 450 | &nbsp;&nbsp; 456389 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.16%), 5.58%, 04/22/30<sup>(c)</sup> | 450 | &nbsp;&nbsp; 463800 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.55%, 11/08/32<sup>(c)</sup> | 426 | &nbsp;&nbsp; 378677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.81%, 10/22/36<sup>(c)</sup> | 380 | &nbsp;&nbsp; 368967 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.96%, 01/25/33<sup>(c)</sup> | 403 | &nbsp;&nbsp; 365611 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.30%), 5.19%, 02/05/37<sup>(c)</sup> | 175 | &nbsp;&nbsp; 171967 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.01%, 01/23/30<sup>(c)</sup> | 225 | &nbsp;&nbsp; 228148 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 5.50%, 01/24/36<sup>(c)</sup> | 285 | &nbsp;&nbsp; 291709 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.95%, 10/22/35<sup>(c)</sup> | 390 | &nbsp;&nbsp; 385722 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.10%, 04/22/31<sup>(c)</sup> | 305 | &nbsp;&nbsp; 310538 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.30%, 07/24/29<sup>(c)</sup> | 235 | &nbsp;&nbsp; 239386 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.29%, 07/22/35<sup>(c)</sup> | 475 | &nbsp;&nbsp; 480882 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.77%, 04/22/35<sup>(c)</sup> | 165 | &nbsp;&nbsp; 171862 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.55%), 5.53%, 11/29/45<sup>(c)</sup> | 280 | &nbsp;&nbsp; 275016 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 4.32%, 04/26/28<sup>(c)</sup> | 472 | &nbsp;&nbsp; 471784 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 6.09%, 10/23/29<sup>(c)</sup> | 285 | &nbsp;&nbsp; 296137 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.33%, 04/22/52<sup>(c)</sup> | 400 | &nbsp;&nbsp; 272293 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.34%, 01/23/35<sup>(c)</sup> | 355 | &nbsp;&nbsp; 360449 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.58%, 07/23/36<sup>(c)</sup> | 485 | &nbsp;&nbsp; 491163 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.57%, 04/22/36<sup>(c)</sup> | 405 | &nbsp;&nbsp; 417346 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.75%), 4.57%, 06/14/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200188 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.80%), 4.59%, 04/26/33<sup>(c)</sup> | 367 | &nbsp;&nbsp; 362111 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.81%), 6.25%, 10/23/34<sup>(c)</sup> | 455 | &nbsp;&nbsp; 489222 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.35%, 06/01/34<sup>(c)</sup> | 545 | &nbsp;&nbsp; 556055 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 2.18%, 06/01/28<sup>(c)</sup> | 300 | &nbsp;&nbsp; 292445 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 4.85%, 07/25/28<sup>(c)</sup> | 600 | &nbsp;&nbsp; 602953 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 2.52%, 04/22/31<sup>(c)</sup> | 475 | &nbsp;&nbsp; 438951 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33<sup>(c)</sup> | 645 | &nbsp;&nbsp; 645445 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 3.11%, 04/22/51<sup>(c)</sup> | 291 | &nbsp;&nbsp; 189974 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.58%), 5.72%, 09/14/33<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 207074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.11%), 1.76%, <br> 11/19/31<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 150118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.21%), 3.51%, <br> 01/23/29<sup>(c)</sup><br>| 471 | &nbsp;&nbsp; 463389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.58%, <br> 04/22/32<sup>(c)</sup><br>| 450 | &nbsp;&nbsp; 406647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.38%), 4.01%, <br> 04/23/29<sup>(c)</sup><br>| 581 | &nbsp;&nbsp; 576404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.70%, <br> 05/06/30<sup>(a)(c)</sup><br>| 371 | &nbsp;&nbsp; 361810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.46%), 3.16%, <br> 04/22/42<sup>(c)</sup><br>| 242 | &nbsp;&nbsp; 181943 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| JPMorgan Chase & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.48%), 3.90%, <br> 01/23/49<sup>(c)</sup><br>| $200 | &nbsp;&nbsp; $153579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.74%, <br> 10/15/30<sup>(c)</sup><br>| 500 | &nbsp;&nbsp; 470906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.51%), 2.53%, <br> 11/19/41<sup>(c)</sup><br>| 157 | &nbsp;&nbsp; 109707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.52%), 4.20%, <br> 07/23/29<sup>(c)</sup><br>| 302 | &nbsp;&nbsp; 300264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.59%), 4.45%, <br> 12/05/29<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 427510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.62%), 3.88%, <br> 07/24/38<sup>(c)</sup><br>| 321 | &nbsp;&nbsp; 281550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.54%, <br> 05/01/28<sup>(c)</sup><br>| 325 | &nbsp;&nbsp; 321983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.64%), 3.96%, <br> 11/15/48<sup>(c)</sup><br>| 427 | &nbsp;&nbsp; 331276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.72%), 4.03%, <br> 07/24/48<sup>(c)</sup><br>| 187 | &nbsp;&nbsp; 147694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.84%), 4.26%, <br> 02/22/48<sup>(c)</sup><br>| 271 | &nbsp;&nbsp; 221548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.46%), 3.11%, <br> 04/22/41<sup>(c)</sup><br>| 189 | &nbsp;&nbsp; 144128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.52%), 2.96%, <br> 05/13/31<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 317735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.79%), 4.49%, <br> 03/24/31<sup>(c)</sup><br>| 341 | &nbsp;&nbsp; 339159 |
| KKR & Co., Inc., 5.10%, 08/07/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96743 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45<sup>(a)</sup> | 200 | &nbsp;&nbsp; 182807 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | 249 | &nbsp;&nbsp; 199893 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 4.43%, 11/04/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197188 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 4.82%, 06/13/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201188 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.85%), 5.09%, 11/26/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201824 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.97%), 4.94%, 11/04/36<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 193039 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.72%, 06/05/30<sup>(c)</sup> | 200 | &nbsp;&nbsp; 206531 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.20%), 5.59%, 11/26/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203490 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 5.87%, 03/06/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204941 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.75%), 5.68%, 01/05/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205490 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.30%), 4.98%, 08/11/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 199142 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.75%), 7.95%, 11/15/33<sup>(c)</sup> | 225 | &nbsp;&nbsp; 256320 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.47%), 3.57%, 11/07/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197282 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27<sup>(a)</sup> | 111 | &nbsp;&nbsp; 109675 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | 151 | &nbsp;&nbsp; 149961 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | 341 | &nbsp;&nbsp; 335529 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | 200 | &nbsp;&nbsp; 191784 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | 349 | &nbsp;&nbsp; 323118 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(a)</sup> | 87 | &nbsp;&nbsp; 80331 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(a)</sup> | 60 | &nbsp;&nbsp; 53916 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | 200 | &nbsp;&nbsp; 168692 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.78%), 5.20%, 01/16/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203251 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.80%), 4.53%, 09/12/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 198121 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.80%), 4.51%, 01/14/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 197102 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.90%), 5.06%, 01/14/37<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196486 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.93%), 5.19%, 09/12/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 198556 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 2.31%, 07/20/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 176166 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.57%, 01/16/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204597 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.97%), 2.49%, 10/13/32<sup>(c)</sup> | 215 | &nbsp;&nbsp; 189982 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.00%), 5.43%, 04/17/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203484 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.10%), 2.85%, 01/19/33<sup>(c)</sup> | 200 | &nbsp;&nbsp; 178919 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.27%), 5.62%, 04/24/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204676 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 4.08%, 04/19/28<sup>(c)</sup> | 220 | &nbsp;&nbsp; 219167 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Mitsubishi UFJ Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.55%), 4.32%, 04/19/33<sup>(c)</sup> | $200 | &nbsp;&nbsp; $193149 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.35%, 09/13/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 202410 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 5.02%, 07/20/28<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201244 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.13%), 5.13%, 07/20/33<sup>(c)</sup> | 250 | &nbsp;&nbsp; 252254 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | 200 | &nbsp;&nbsp; 176168 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.92%), 4.71%, 07/08/31<sup>(c)</sup> | 200 | &nbsp;&nbsp; 199670 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.07%), 5.32%, 07/08/36<sup>(a)(c)</sup> | 200 | &nbsp;&nbsp; 200885 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.25%), 3.26%, 05/22/30<sup>(a)(c)</sup> | 380 | &nbsp;&nbsp; 365588 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 5.59%, 07/10/35<sup>(c)</sup> | 200 | &nbsp;&nbsp; 204975 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 5.78%, 07/06/29<sup>(c)</sup> | 200 | &nbsp;&nbsp; 205515 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.75%, 07/06/34<sup>(c)</sup> | 200 | &nbsp;&nbsp; 207750 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.05%), 5.41%, 09/13/28<sup>(c)</sup> | 520 | &nbsp;&nbsp; 527012 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.40%), 5.67%, 09/13/33<sup>(c)</sup> | 320 | &nbsp;&nbsp; 332440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.53%), 4.25%, <br> 09/11/29<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 198676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.53%), 1.98%, <br> 09/08/31<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 177503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.77%), 2.20%, <br> 07/10/31<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 180147 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | 287 | &nbsp;&nbsp; 285299 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(c)</sup> | 384 | &nbsp;&nbsp; 379486 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | 50 | &nbsp;&nbsp; 56559 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(c)</sup> | 146 | &nbsp;&nbsp; 127380 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | 231 | &nbsp;&nbsp; 247490 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | 221 | &nbsp;&nbsp; 182741 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | 257 | &nbsp;&nbsp; 210827 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.24%, 01/09/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 247477 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.95%), 4.49%, 01/16/32<sup>(c)</sup> | 395 | &nbsp;&nbsp; 388359 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.65%, 04/13/28<sup>(c)</sup> | 225 | &nbsp;&nbsp; 227689 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 1.93%, 04/28/32<sup>(c)</sup> | 300 | &nbsp;&nbsp; 260045 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32<sup>(c)</sup> | 338 | &nbsp;&nbsp; 292687 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.65%, 10/18/30<sup>(c)</sup> | 325 | &nbsp;&nbsp; 324866 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.23%, 01/15/31<sup>(c)</sup> | 315 | &nbsp;&nbsp; 319845 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31<sup>(c)</sup> | 441 | &nbsp;&nbsp; 409479 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.24%, 07/21/32<sup>(c)</sup> | 437 | &nbsp;&nbsp; 382584 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 5.07%, 01/30/37<sup>(a)(c)</sup> | 300 | &nbsp;&nbsp; 293916 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 4.71%, 03/12/32<sup>(c)</sup> | 350 | &nbsp;&nbsp; 347643 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 2.51%, 10/20/32<sup>(c)</sup> | 281 | &nbsp;&nbsp; 248107 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.04%, 07/19/30<sup>(c)</sup> | 225 | &nbsp;&nbsp; 227603 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.66%, 04/18/30<sup>(c)</sup> | 390 | &nbsp;&nbsp; 401201 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.94%, 01/21/33<sup>(c)</sup> | 343 | &nbsp;&nbsp; 308404 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 2.48%, 09/16/36<sup>(c)</sup> | 359 | &nbsp;&nbsp; 308879 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.99%, 04/12/29<sup>(c)</sup> | 275 | &nbsp;&nbsp; 277521 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.59%, 01/18/36<sup>(c)</sup> | 385 | &nbsp;&nbsp; 392517 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 2.80%, 01/25/52<sup>(c)</sup> | 171 | &nbsp;&nbsp; 104387 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.17%, 01/16/30<sup>(c)</sup> | 250 | &nbsp;&nbsp; 253516 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 3.22%, 04/22/42<sup>(c)</sup> | 235 | &nbsp;&nbsp; 177166 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.19%, 04/17/31<sup>(c)</sup> | 350 | &nbsp;&nbsp; 355213 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.32%, 07/19/35<sup>(c)</sup> | 475 | &nbsp;&nbsp; 476647 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.83%, 04/19/35<sup>(c)</sup> | 335 | &nbsp;&nbsp; 347793 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.16%, 04/20/29<sup>(c)</sup> | 355 | &nbsp;&nbsp; 359089 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.21%, 04/20/28<sup>(c)</sup> | 321 | &nbsp;&nbsp; 320118 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.45%, 07/20/29<sup>(c)</sup> | 340 | &nbsp;&nbsp; 346062 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.71%), 5.52%, 11/19/55<sup>(c)</sup> | 345 | &nbsp;&nbsp; 327577 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.12%, 02/01/29<sup>(c)</sup> | 295 | &nbsp;&nbsp; 298226 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35<sup>(c)</sup> | 300 | &nbsp;&nbsp; 304957 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 5.66%, 04/17/36<sup>(c)</sup> | 390 | &nbsp;&nbsp; 399462 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.90%, 03/13/47<sup>(c)</sup> | 350 | &nbsp;&nbsp; 348376 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.41%, 11/01/29<sup>(c)</sup> | 280 | &nbsp;&nbsp; 292235 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.87%), 5.25%, 04/21/34<sup>(c)</sup> | 405 | &nbsp;&nbsp; 406265 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Morgan Stanley (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 5.42%, 07/21/34<sup>(c)</sup> | $340 | &nbsp;&nbsp; $344984 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 6.63%, 11/01/34<sup>(c)</sup> | 230 | &nbsp;&nbsp; 250270 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.89%, 07/20/33<sup>(c)</sup> | 220 | &nbsp;&nbsp; 218596 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 6.30%, 10/18/28<sup>(c)</sup> | 250 | &nbsp;&nbsp; 256543 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.56%), 6.34%, 10/18/33<sup>(c)</sup> | 300 | &nbsp;&nbsp; 320992 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.62%), 5.30%, 04/20/37<sup>(c)</sup> | 234 | &nbsp;&nbsp; 233431 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.12%), 3.62%, 04/01/31<sup>(c)</sup> | 400 | &nbsp;&nbsp; 383562 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.84%), 5.60%, 03/24/51<sup>(a)(c)</sup> | 271 | &nbsp;&nbsp; 262889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.40%), 3.77%, <br> 01/24/29<sup>(c)</sup><br>| 410 | &nbsp;&nbsp; 404507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.69%), 4.46%, <br> 04/22/39<sup>(c)</sup><br>| 211 | &nbsp;&nbsp; 193432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.89%), 4.43%, <br> 01/23/30<sup>(c)</sup><br>| 330 | &nbsp;&nbsp; 328514 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.31%, 01/18/41<sup>(c)</sup> | 140 | &nbsp;&nbsp; 135145 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.80%), 5.94%, 02/07/39<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102225 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.43%), 5.95%, 01/19/38<sup>(c)</sup> | 190 | &nbsp;&nbsp; 194638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 0.91%), 4.13%, <br> 10/18/29<sup>(c)</sup><br>| 275 | &nbsp;&nbsp; 271810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 1.07%), 4.36%, <br> 10/22/31<sup>(c)</sup><br>| 305 | &nbsp;&nbsp; 298897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 1.31%), 4.89%, <br> 10/22/36<sup>(c)</sup><br>| 385 | &nbsp;&nbsp; 372181 |
| Nasdaq, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | 79 | &nbsp;&nbsp; 80618 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | 57 | &nbsp;&nbsp; 50027 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | 293 | &nbsp;&nbsp; 301404 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50<sup>(a)</sup> | 70 | &nbsp;&nbsp; 46592 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | 50 | &nbsp;&nbsp; 36810 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | 50 | &nbsp;&nbsp; 50153 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | 100 | &nbsp;&nbsp; 100257 |
| NatWest Group PLC<sup>(c)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.05%), 5.12%, 05/23/31 | 200 | &nbsp;&nbsp; 201993 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.22%), 4.96%, 08/15/30 | 200 | &nbsp;&nbsp; 201777 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.50%), 5.78%, 03/01/35 | 200 | &nbsp;&nbsp; 206747 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.10%), 6.02%, 03/02/34 | 200 | &nbsp;&nbsp; 210637 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.17%), 5.08%, 01/27/30 | 450 | &nbsp;&nbsp; 454958 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.35%), 3.03%, 11/28/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 273132 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 | 100 | &nbsp;&nbsp; 100881 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29 | 25 | &nbsp;&nbsp; 25203 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | 50 | &nbsp;&nbsp; 49598 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | 87 | &nbsp;&nbsp; 77308 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | 67 | &nbsp;&nbsp; 64112 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101620 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | 50 | &nbsp;&nbsp; 50443 |
| Radian Group, Inc., 6.20%, 05/15/29 | 50 | &nbsp;&nbsp; 51664 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | 246 | &nbsp;&nbsp; 243306 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | 112 | &nbsp;&nbsp; 110460 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | 200 | &nbsp;&nbsp; 204015 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | 100 | &nbsp;&nbsp; 98597 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | 75 | &nbsp;&nbsp; 74253 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28<sup>(a)</sup> | 200 | &nbsp;&nbsp; 205620 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | 218 | &nbsp;&nbsp; 204740 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99716 |
| &nbsp;&nbsp;&nbsp; 4.11%, 01/15/29 | 200 | &nbsp;&nbsp; 198250 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204289 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | 300 | &nbsp;&nbsp; 285358 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | 522 | &nbsp;&nbsp; 489133 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | 200 | &nbsp;&nbsp; 207245 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | 200 | &nbsp;&nbsp; 186723 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Sumitomo Mitsui Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | 200 | &nbsp;&nbsp; $179856 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 | 265 | &nbsp;&nbsp; 232008 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | 300 | &nbsp;&nbsp; 312214 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33 | 200 | &nbsp;&nbsp; 208961 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | 200 | &nbsp;&nbsp; 204956 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 206398 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | 95 | &nbsp;&nbsp; 67440 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43<sup>(a)</sup> | 100 | &nbsp;&nbsp; 105459 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99311 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 4.49%, 01/15/32<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196961 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 5.05%, 01/15/37<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196690 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.25%, 07/08/36<sup>(c)</sup> | 200 | &nbsp;&nbsp; 200486 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.80%, 07/08/46<sup>(c)</sup> | 100 | &nbsp;&nbsp; 97017 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.30%), 5.33%, 03/03/41<sup>(c)</sup> | 50 | &nbsp;&nbsp; 48483 |
| Takeoff Merger Sub, Inc.<sup>(b)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/28 | 100 | &nbsp;&nbsp; 99464 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/24/29 | 100 | &nbsp;&nbsp; 99356 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/24/31 | 100 | &nbsp;&nbsp; 98749 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/24/36 | 100 | &nbsp;&nbsp; 98511 |
| UBS AG |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/09/27 | 250 | &nbsp;&nbsp; 252199 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.81%), 4.30%, 03/16/29<sup>(a)(c)</sup> | 250 | &nbsp;&nbsp; 249677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 4.63%, 02/16/32<sup>(c)</sup> | 250 | &nbsp;&nbsp; 249140 |
| UBS Group AG, 4.88%, 05/15/45 | 268 | &nbsp;&nbsp; 237296 |
|  |  | &nbsp;&nbsp; 135554406 |
| **Food Products — 0.3%** | **Food Products — 0.3%** | **Food Products — 0.3%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | 150 | &nbsp;&nbsp; 143786 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32<sup>(a)</sup> | 67 | &nbsp;&nbsp; 61124 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98733 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | 37 | &nbsp;&nbsp; 32898 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | 66 | &nbsp;&nbsp; 54546 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | 121 | &nbsp;&nbsp; 91984 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | 100 | &nbsp;&nbsp; 84296 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27<sup>(a)</sup> | 171 | &nbsp;&nbsp; 169579 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24886 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | 100 | &nbsp;&nbsp; 99054 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | 50 | &nbsp;&nbsp; 49771 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/21/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 93270 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | 121 | &nbsp;&nbsp; 110177 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/19/33 | 50 | &nbsp;&nbsp; 49354 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | 85 | &nbsp;&nbsp; 82293 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | 50 | &nbsp;&nbsp; 49786 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/36 | 50 | &nbsp;&nbsp; 49321 |
| Campbell's Co., 4.55%, 03/21/31 | 50 | &nbsp;&nbsp; 48474 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | 102 | &nbsp;&nbsp; 96961 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | 150 | &nbsp;&nbsp; 150149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | 50 | &nbsp;&nbsp; 49905 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50127 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | 171 | &nbsp;&nbsp; 159025 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48<sup>(a)</sup> | 112 | &nbsp;&nbsp; 95181 |
| Flowers Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | 60 | &nbsp;&nbsp; 50747 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 47770 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 40558 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | 71 | &nbsp;&nbsp; 70630 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | 55 | &nbsp;&nbsp; 56381 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| General Mills, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | $50 | &nbsp;&nbsp; $50332 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | 171 | &nbsp;&nbsp; 159514 |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | 121 | &nbsp;&nbsp; 106064 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33<sup>(a)</sup> | 130 | &nbsp;&nbsp; 128504 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98848 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | 50 | &nbsp;&nbsp; 48150 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | 180 | &nbsp;&nbsp; 110491 |
| Hershey Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | 50 | &nbsp;&nbsp; 50365 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29<sup>(a)</sup> | 87 | &nbsp;&nbsp; 81582 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 50 | &nbsp;&nbsp; 50790 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 | 50 | &nbsp;&nbsp; 45006 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 50 | &nbsp;&nbsp; 51170 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 | 50 | &nbsp;&nbsp; 49846 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | 50 | &nbsp;&nbsp; 51084 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49<sup>(a)</sup> | 87 | &nbsp;&nbsp; 58448 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | 73 | &nbsp;&nbsp; 69178 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | 100 | &nbsp;&nbsp; 89869 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | 87 | &nbsp;&nbsp; 55360 |
| Ingredion, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 | 50 | &nbsp;&nbsp; 46843 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 | 87 | &nbsp;&nbsp; 64387 |
| J.M. Smucker Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | 100 | &nbsp;&nbsp; 98295 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | 75 | &nbsp;&nbsp; 77572 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | 200 | &nbsp;&nbsp; 184302 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 42923 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | 75 | &nbsp;&nbsp; 79468 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | 87 | &nbsp;&nbsp; 79956 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43<sup>(a)</sup> | 40 | &nbsp;&nbsp; 41691 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 70923 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(a)</sup> | 125 | &nbsp;&nbsp; 129892 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS <br> USA Food Co. Holdings<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/02/29 | 50 | &nbsp;&nbsp; 47961 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/31 | 50 | &nbsp;&nbsp; 46693 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 | 200 | &nbsp;&nbsp; 185258 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | 250 | &nbsp;&nbsp; 222159 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | 146 | &nbsp;&nbsp; 150707 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | 47 | &nbsp;&nbsp; 51693 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/20/35 | 75 | &nbsp;&nbsp; 77855 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36<sup>(a)</sup> | 200 | &nbsp;&nbsp; 200092 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/10/37<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75235 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 76125 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52<sup>(a)</sup> | 250 | &nbsp;&nbsp; 253079 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | 50 | &nbsp;&nbsp; 55009 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/25/55 | 50 | &nbsp;&nbsp; 49827 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56 | 150 | &nbsp;&nbsp; 147045 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/10/57<sup>(b)</sup> | 75 | &nbsp;&nbsp; 74861 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66 | 150 | &nbsp;&nbsp; 147189 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 171 | &nbsp;&nbsp; 171127 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | 141 | &nbsp;&nbsp; 128269 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 | 30 | &nbsp;&nbsp; 30619 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | 62 | &nbsp;&nbsp; 52642 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | 25 | &nbsp;&nbsp; 24434 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | 148 | &nbsp;&nbsp; 147000 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 | 87 | &nbsp;&nbsp; 87169 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30<sup>(a)</sup> | 79 | &nbsp;&nbsp; 76445 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Kraft Heinz Foods Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; $85013 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 | 50 | &nbsp;&nbsp; 50514 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 70 | &nbsp;&nbsp; 75428 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | 50 | &nbsp;&nbsp; 49911 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35<sup>(a)</sup> | 79 | &nbsp;&nbsp; 76739 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | 87 | &nbsp;&nbsp; 94063 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | 45 | &nbsp;&nbsp; 39673 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | 79 | &nbsp;&nbsp; 82492 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | 163 | &nbsp;&nbsp; 143336 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | 197 | &nbsp;&nbsp; 171941 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46<sup>(a)</sup> | 350 | &nbsp;&nbsp; 273645 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | 163 | &nbsp;&nbsp; 133299 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | 87 | &nbsp;&nbsp; 77749 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | 100 | &nbsp;&nbsp; 98866 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 | 25 | &nbsp;&nbsp; 24757 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | 50 | &nbsp;&nbsp; 46066 |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31<sup>(a)</sup> | 71 | &nbsp;&nbsp; 61864 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98886 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71569 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 | 50 | &nbsp;&nbsp; 38746 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99799 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 | 50 | &nbsp;&nbsp; 50524 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 | 160 | &nbsp;&nbsp; 149063 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 | 25 | &nbsp;&nbsp; 24918 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 | 100 | &nbsp;&nbsp; 86450 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/32<sup>(a)</sup> | 87 | &nbsp;&nbsp; 73840 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/28/34 | 50 | &nbsp;&nbsp; 48901 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/06/35 | 25 | &nbsp;&nbsp; 25049 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/50 | 170 | &nbsp;&nbsp; 99514 |
| The Campbell's Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | 150 | &nbsp;&nbsp; 148186 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50478 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | 150 | &nbsp;&nbsp; 134727 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | 110 | &nbsp;&nbsp; 106757 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92063 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | 130 | &nbsp;&nbsp; 102685 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54<sup>(a)</sup> | 25 | &nbsp;&nbsp; 20677 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 | 171 | &nbsp;&nbsp; 169402 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 150 | &nbsp;&nbsp; 149512 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 | 50 | &nbsp;&nbsp; 51306 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51761 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 | 70 | &nbsp;&nbsp; 68844 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/20/36 | 50 | &nbsp;&nbsp; 48840 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | 87 | &nbsp;&nbsp; 80237 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | 87 | &nbsp;&nbsp; 73226 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48<sup>(a)</sup> | 150 | &nbsp;&nbsp; 134979 |
|  |  | &nbsp;&nbsp; 11046407 |
| **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** | **Ground Transportation — 0.3%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | 300 | &nbsp;&nbsp; 297456 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | 100 | &nbsp;&nbsp; 96044 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | 50 | &nbsp;&nbsp; 49917 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | 35 | &nbsp;&nbsp; 33295 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | 53 | &nbsp;&nbsp; 46537 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | 87 | &nbsp;&nbsp; 75554 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | 70 | &nbsp;&nbsp; 60982 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | 87 | &nbsp;&nbsp; 82360 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Burlington Northern Santa Fe LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | $87 | &nbsp;&nbsp; $79758 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | 87 | &nbsp;&nbsp; 75930 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | 137 | &nbsp;&nbsp; 112614 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | 87 | &nbsp;&nbsp; 76884 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | 141 | &nbsp;&nbsp; 110183 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | 87 | &nbsp;&nbsp; 70040 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | 60 | &nbsp;&nbsp; 47269 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | 87 | &nbsp;&nbsp; 69671 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | 100 | &nbsp;&nbsp; 71956 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | 71 | &nbsp;&nbsp; 45799 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | 171 | &nbsp;&nbsp; 115603 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | 100 | &nbsp;&nbsp; 61598 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | 150 | &nbsp;&nbsp; 123443 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | 220 | &nbsp;&nbsp; 202449 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 170 | &nbsp;&nbsp; 163890 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/56 | 75 | &nbsp;&nbsp; 72716 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | 100 | &nbsp;&nbsp; 100886 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 | 25 | &nbsp;&nbsp; 24657 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | 100 | &nbsp;&nbsp; 95593 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | 100 | &nbsp;&nbsp; 96631 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/12/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49304 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | 50 | &nbsp;&nbsp; 54356 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | 140 | &nbsp;&nbsp; 98813 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | 57 | &nbsp;&nbsp; 42486 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | 75 | &nbsp;&nbsp; 63118 |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | 81 | &nbsp;&nbsp; 47287 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52<sup>(a)</sup> | 80 | &nbsp;&nbsp; 66429 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | 50 | &nbsp;&nbsp; 52364 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | 50 | &nbsp;&nbsp; 49453 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | 63 | &nbsp;&nbsp; 59825 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 | 75 | &nbsp;&nbsp; 75918 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | 87 | &nbsp;&nbsp; 96925 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 | 119 | &nbsp;&nbsp; 105732 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/30/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76357 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 87 | &nbsp;&nbsp; 86183 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 | 73 | &nbsp;&nbsp; 53649 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | 191 | &nbsp;&nbsp; 170392 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 | 50 | &nbsp;&nbsp; 45632 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | 87 | &nbsp;&nbsp; 75486 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | 87 | &nbsp;&nbsp; 61455 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | 203 | &nbsp;&nbsp; 132560 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/56 | 50 | &nbsp;&nbsp; 47859 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | 78 | &nbsp;&nbsp; 57371 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | 87 | &nbsp;&nbsp; 87458 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | 341 | &nbsp;&nbsp; 337167 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28<sup>(a)</sup> | 227 | &nbsp;&nbsp; 224947 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 150 | &nbsp;&nbsp; 149839 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | 87 | &nbsp;&nbsp; 80869 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96799 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102521 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | 100 | &nbsp;&nbsp; 100371 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | 100 | &nbsp;&nbsp; 107842 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | 139 | &nbsp;&nbsp; 126960 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | 100 | &nbsp;&nbsp; 82531 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | 50 | &nbsp;&nbsp; 38221 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | 130 | &nbsp;&nbsp; 106116 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | 100 | &nbsp;&nbsp; 86879 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | 75 | &nbsp;&nbsp; 51865 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| CSX Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | $96 | &nbsp;&nbsp; $71321 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | 79 | &nbsp;&nbsp; 60647 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51<sup>(a)</sup> | 75 | &nbsp;&nbsp; 44065 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 83206 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | 87 | &nbsp;&nbsp; 71690 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44186 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | 75 | &nbsp;&nbsp; 56370 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | 87 | &nbsp;&nbsp; 70464 |
| JB Hunt Transport Services, Inc., 4.90%, 03/15/30 | 200 | &nbsp;&nbsp; 202374 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 | 153 | &nbsp;&nbsp; 150970 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | 58 | &nbsp;&nbsp; 54593 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | 175 | &nbsp;&nbsp; 178786 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 81 | &nbsp;&nbsp; 73908 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | 150 | &nbsp;&nbsp; 147031 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/34 | 50 | &nbsp;&nbsp; 51828 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/35<sup>(a)</sup> | 65 | &nbsp;&nbsp; 65190 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92006 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | 74 | &nbsp;&nbsp; 59969 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | 87 | &nbsp;&nbsp; 73500 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | 80 | &nbsp;&nbsp; 61133 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | 87 | &nbsp;&nbsp; 68852 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | 59 | &nbsp;&nbsp; 40600 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 | 55 | &nbsp;&nbsp; 35290 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | 74 | &nbsp;&nbsp; 45451 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | 50 | &nbsp;&nbsp; 37837 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | 78 | &nbsp;&nbsp; 55049 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | 40 | &nbsp;&nbsp; 32802 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54<sup>(a)</sup> | 140 | &nbsp;&nbsp; 130527 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | 171 | &nbsp;&nbsp; 108305 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | 75 | &nbsp;&nbsp; 74258 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | 50 | &nbsp;&nbsp; 42160 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | 50 | &nbsp;&nbsp; 33627 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28<sup>(a)</sup> | 71 | &nbsp;&nbsp; 70605 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | 71 | &nbsp;&nbsp; 70055 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | 100 | &nbsp;&nbsp; 93010 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 | 221 | &nbsp;&nbsp; 200274 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 | 64 | &nbsp;&nbsp; 58201 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99640 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 | 87 | &nbsp;&nbsp; 77520 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76331 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37<sup>(a)</sup> | 214 | &nbsp;&nbsp; 187200 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | 75 | &nbsp;&nbsp; 57707 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | 82 | &nbsp;&nbsp; 63482 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | 87 | &nbsp;&nbsp; 69887 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | 74 | &nbsp;&nbsp; 59179 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | 87 | &nbsp;&nbsp; 73154 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | 75 | &nbsp;&nbsp; 60917 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | 189 | &nbsp;&nbsp; 127999 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | 87 | &nbsp;&nbsp; 64370 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | 59 | &nbsp;&nbsp; 36800 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 | 100 | &nbsp;&nbsp; 89701 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | 189 | &nbsp;&nbsp; 131528 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | 100 | &nbsp;&nbsp; 89149 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54<sup>(a)</sup> | 125 | &nbsp;&nbsp; 122507 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | 50 | &nbsp;&nbsp; 36951 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | 135 | &nbsp;&nbsp; 97847 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | 249 | &nbsp;&nbsp; 176139 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | 100 | &nbsp;&nbsp; 65835 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Ground Transportation (continued)** | **Ground Transportation (continued)** | **Ground Transportation (continued)** |
| Union Pacific Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62<sup>(a)</sup> | 200 | &nbsp;&nbsp; $114759 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | 141 | &nbsp;&nbsp; 94741 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72<sup>(a)</sup> | 69 | &nbsp;&nbsp; 46779 |
|  |  | &nbsp;&nbsp; 11039316 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/30/28<sup>(a)</sup> | 92 | &nbsp;&nbsp; 87381 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/09/29 | 300 | &nbsp;&nbsp; 296432 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 | 79 | &nbsp;&nbsp; 70135 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/31 | 350 | &nbsp;&nbsp; 344455 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/33 | 350 | &nbsp;&nbsp; 342530 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/36 | 350 | &nbsp;&nbsp; 342250 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | 384 | &nbsp;&nbsp; 377248 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/38 | 350 | &nbsp;&nbsp; 339397 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | 87 | &nbsp;&nbsp; 88079 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | 87 | &nbsp;&nbsp; 79940 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | 300 | &nbsp;&nbsp; 275377 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/56 | 350 | &nbsp;&nbsp; 343185 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/66 | 350 | &nbsp;&nbsp; 341162 |
| Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | 175 | &nbsp;&nbsp; 174638 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | 111 | &nbsp;&nbsp; 105102 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | 50 | &nbsp;&nbsp; 45250 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | 118 | &nbsp;&nbsp; 105836 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | 50 | &nbsp;&nbsp; 49234 |
| Augusta SpinCo Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/23/29 | 75 | &nbsp;&nbsp; 74795 |
| &nbsp;&nbsp;&nbsp; 4.66%, 03/23/31 | 75 | &nbsp;&nbsp; 74656 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/23/33 | 75 | &nbsp;&nbsp; 74741 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/23/36 | 75 | &nbsp;&nbsp; 75018 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 | 109 | &nbsp;&nbsp; 101571 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30<sup>(a)</sup> | 87 | &nbsp;&nbsp; 83396 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30<sup>(a)</sup> | 95 | &nbsp;&nbsp; 93775 |
| &nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 | 50 | &nbsp;&nbsp; 41833 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | 200 | &nbsp;&nbsp; 168573 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/15/35 | 100 | &nbsp;&nbsp; 97662 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46<sup>(a)</sup> | 87 | &nbsp;&nbsp; 57137 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(a)</sup> | 79 | &nbsp;&nbsp; 45225 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 25 | &nbsp;&nbsp; 24919 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 171 | &nbsp;&nbsp; 159325 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | 130 | &nbsp;&nbsp; 121771 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49<sup>(a)</sup> | 93 | &nbsp;&nbsp; 81667 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | 75 | &nbsp;&nbsp; 63684 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 51992 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | 140 | &nbsp;&nbsp; 86244 |
| Dentsply Sirona, Inc., 3.25%, 06/01/30 | 100 | &nbsp;&nbsp; 92100 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | 129 | &nbsp;&nbsp; 121444 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | 71 | &nbsp;&nbsp; 57001 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | 117 | &nbsp;&nbsp; 82103 |
| GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | 400 | &nbsp;&nbsp; 407945 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/28 | 50 | &nbsp;&nbsp; 49673 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | 120 | &nbsp;&nbsp; 121090 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | 100 | &nbsp;&nbsp; 104354 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | 75 | &nbsp;&nbsp; 75462 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 | 200 | &nbsp;&nbsp; 210963 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| GE HealthCare Technologies, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | $100 | &nbsp;&nbsp; $102044 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/35<sup>(a)</sup> | 35 | &nbsp;&nbsp; 34310 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 | 100 | &nbsp;&nbsp; 106210 |
| Koninklijke Philips NV, 5.00%, 03/15/42 | 87 | &nbsp;&nbsp; 79187 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 | 85 | &nbsp;&nbsp; 85170 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 | 70 | &nbsp;&nbsp; 69118 |
| Medtronic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/35 | 362 | &nbsp;&nbsp; 349882 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/43<sup>(a)</sup> | 50 | &nbsp;&nbsp; 41864 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 | 200 | &nbsp;&nbsp; 178335 |
| Revvity, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | 90 | &nbsp;&nbsp; 84565 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | 80 | &nbsp;&nbsp; 76571 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | 50 | &nbsp;&nbsp; 45017 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | 119 | &nbsp;&nbsp; 103939 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | 50 | &nbsp;&nbsp; 35062 |
| Smith & Nephew PLC, 2.03%, 10/14/30 | 125 | &nbsp;&nbsp; 111247 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 | 73 | &nbsp;&nbsp; 74678 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | 125 | &nbsp;&nbsp; 128246 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | 195 | &nbsp;&nbsp; 199351 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54<sup>(a)</sup> | 150 | &nbsp;&nbsp; 146548 |
| STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51 | 150 | &nbsp;&nbsp; 107938 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | 75 | &nbsp;&nbsp; 75643 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/07/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49440 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 | 50 | &nbsp;&nbsp; 50737 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | 75 | &nbsp;&nbsp; 74721 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 | 75 | &nbsp;&nbsp; 76021 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | 150 | &nbsp;&nbsp; 135368 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 | 150 | &nbsp;&nbsp; 146424 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | 125 | &nbsp;&nbsp; 126571 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | 214 | &nbsp;&nbsp; 185357 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | 87 | &nbsp;&nbsp; 55113 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27<sup>(a)</sup> | 65 | &nbsp;&nbsp; 65663 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | 67 | &nbsp;&nbsp; 63090 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102022 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | 168 | &nbsp;&nbsp; 158750 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | 65 | &nbsp;&nbsp; 66423 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/31<sup>(a)</sup> | 45 | &nbsp;&nbsp; 44517 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31<sup>(a)</sup> | 137 | &nbsp;&nbsp; 121073 |
| &nbsp;&nbsp;&nbsp; 4.47%, 10/07/32 | 50 | &nbsp;&nbsp; 49476 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 | 95 | &nbsp;&nbsp; 96595 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/15/33 | 65 | &nbsp;&nbsp; 64222 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | 80 | &nbsp;&nbsp; 81567 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34 | 100 | &nbsp;&nbsp; 102548 |
| &nbsp;&nbsp;&nbsp; 4.79%, 10/07/35 | 100 | &nbsp;&nbsp; 98816 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/36 | 60 | &nbsp;&nbsp; 59574 |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/07/37 | 50 | &nbsp;&nbsp; 49282 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | 243 | &nbsp;&nbsp; 177333 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39539 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | 50 | &nbsp;&nbsp; 48315 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/12/46 | 25 | &nbsp;&nbsp; 24689 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | 87 | &nbsp;&nbsp; 71394 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | 50 | &nbsp;&nbsp; 51148 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | 25 | &nbsp;&nbsp; 25396 |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31<sup>(a)</sup> | 189 | &nbsp;&nbsp; 168756 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Zimmer Biomet Holdings, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | 100 | &nbsp;&nbsp; $99992 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | 25 | &nbsp;&nbsp; 25519 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 74506 |
|  |  | &nbsp;&nbsp; 11872632 |
| **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, 2.80%, <br> 11/15/51<br>| 73 | &nbsp;&nbsp; 44762 |
| Adventist Health System |  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/01/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50775 |
| &nbsp;&nbsp;&nbsp; 5.76%, 12/01/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 77220 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/49 | 70 | &nbsp;&nbsp; 46796 |
| &nbsp;&nbsp;&nbsp; Adventist Health System/West, Series 2025, 4.74%, <br> 12/01/30<br>| 100 | &nbsp;&nbsp; 99027 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | 80 | &nbsp;&nbsp; 65433 |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | 79 | &nbsp;&nbsp; 55460 |
| Aetna, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | 150 | &nbsp;&nbsp; 161643 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | 175 | &nbsp;&nbsp; 189086 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | 87 | &nbsp;&nbsp; 72725 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 | 76 | &nbsp;&nbsp; 63960 |
| AHS Hospital Corp., Series 2021, 2.78%, 07/01/51<sup>(a)</sup> | 82 | &nbsp;&nbsp; 50226 |
| &nbsp;&nbsp;&nbsp; Allina Health System, Series 2021, 2.90%, <br> 11/15/51<sup>(a)</sup><br>| 70 | &nbsp;&nbsp; 43835 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | 157 | &nbsp;&nbsp; 124751 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.08%, 11/15/28 | 25 | &nbsp;&nbsp; 24863 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.29%, 11/15/30 | 80 | &nbsp;&nbsp; 79210 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.92%, 11/15/35 | 60 | &nbsp;&nbsp; 59284 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29 | 53 | &nbsp;&nbsp; 49812 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | 52 | &nbsp;&nbsp; 40642 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 | 76 | &nbsp;&nbsp; 55146 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 | 78 | &nbsp;&nbsp; 49259 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50 | 63 | &nbsp;&nbsp; 43063 |
| &nbsp;&nbsp;&nbsp; Baptist Healthcare System Obligated Group, <br> Series 20B, 3.54%, 08/15/50<br>| 65 | &nbsp;&nbsp; 46456 |
| &nbsp;&nbsp;&nbsp; BayCare Health System, Inc., Series 2020, 3.83%, <br> 11/15/50<br>| 72 | &nbsp;&nbsp; 54337 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021, 1.78%, 11/15/30<sup>(a)</sup> | 63 | &nbsp;&nbsp; 55949 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.84%, 11/15/50 | 203 | &nbsp;&nbsp; 126549 |
| &nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., Series L, 3.08%, <br> 07/01/51<sup>(a)</sup><br>| 86 | &nbsp;&nbsp; 55809 |
| Bon Secours Mercy Health, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 | 70 | &nbsp;&nbsp; 67738 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.30%, 07/01/28 | 64 | &nbsp;&nbsp; 63954 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island Obligated <br> Group, Series 2020, 3.37%, 07/01/50<br>| 80 | &nbsp;&nbsp; 54133 |
| &nbsp;&nbsp;&nbsp; Cedars-Sinai Health System, Series 2021, 2.29%, <br> 08/15/31<br>| 70 | &nbsp;&nbsp; 62549 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | 250 | &nbsp;&nbsp; 232825 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 700 | &nbsp;&nbsp; 664498 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | 200 | &nbsp;&nbsp; 180668 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 175272 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31<sup>(a)</sup> | 350 | &nbsp;&nbsp; 293704 |
| Children's Health System of Texas, 2.51%, 08/15/50 | 71 | &nbsp;&nbsp; 41391 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Corp., Series 2017, 4.12%, <br> 01/01/47<br>| 70 | &nbsp;&nbsp; 57228 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Children's Hospital Medical Center, 4.27%, 05/15/44 | $50 | &nbsp;&nbsp; $42970 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia, Series 2020, <br> 2.70%, 07/01/50<br>| 51 | &nbsp;&nbsp; 31348 |
| CHRISTUS Health, Series C, 4.34%, 07/01/28 | 55 | &nbsp;&nbsp; 54819 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | 171 | &nbsp;&nbsp; 167847 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | 450 | &nbsp;&nbsp; 449646 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | 100 | &nbsp;&nbsp; 101768 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 149 | &nbsp;&nbsp; 137644 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | 100 | &nbsp;&nbsp; 99663 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 175 | &nbsp;&nbsp; 157236 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51030 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | 150 | &nbsp;&nbsp; 149782 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | 70 | &nbsp;&nbsp; 71964 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | 350 | &nbsp;&nbsp; 354303 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | 100 | &nbsp;&nbsp; 100129 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | 171 | &nbsp;&nbsp; 160773 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | 171 | &nbsp;&nbsp; 132477 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | 214 | &nbsp;&nbsp; 184682 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | 130 | &nbsp;&nbsp; 97524 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | 307 | &nbsp;&nbsp; 266549 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | 171 | &nbsp;&nbsp; 116973 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | 100 | &nbsp;&nbsp; 67763 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54<sup>(a)</sup> | 200 | &nbsp;&nbsp; 189384 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56<sup>(a)</sup> | 120 | &nbsp;&nbsp; 120176 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | 194 | &nbsp;&nbsp; 185570 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 | 40 | &nbsp;&nbsp; 39392 |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 | 78 | &nbsp;&nbsp; 71706 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | 145 | &nbsp;&nbsp; 145236 |
| &nbsp;&nbsp;&nbsp; 4.83%, 09/01/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97356 |
| &nbsp;&nbsp;&nbsp; 5.58%, 09/01/45 | 65 | &nbsp;&nbsp; 62459 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | 171 | &nbsp;&nbsp; 132203 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | 69 | &nbsp;&nbsp; 73240 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | 100 | &nbsp;&nbsp; 94156 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/55 | 75 | &nbsp;&nbsp; 72194 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.98%, 09/01/35 | 45 | &nbsp;&nbsp; 43910 |
| &nbsp;&nbsp;&nbsp; Community Health Network, Inc., Series 2020-A, <br> 3.10%, 05/01/50<sup>(a)</sup><br>| 75 | &nbsp;&nbsp; 47460 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, 3.49%, <br> 07/15/49<br>| 85 | &nbsp;&nbsp; 60394 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, 3.30%, <br> 11/01/49<br>| 46 | &nbsp;&nbsp; 31714 |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| 74 | &nbsp;&nbsp; 57666 |
| Dignity Health, 5.27%, 11/01/64<sup>(a)</sup> | 74 | &nbsp;&nbsp; 65666 |
| &nbsp;&nbsp;&nbsp; Duke University Health System, Inc., Series 2017, <br> 3.92%, 06/01/47<br>| 61 | &nbsp;&nbsp; 47893 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | 171 | &nbsp;&nbsp; 169036 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | 200 | &nbsp;&nbsp; 198666 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74349 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 70 | &nbsp;&nbsp; 71309 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | 100 | &nbsp;&nbsp; 94674 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30<sup>(a)</sup> | 70 | &nbsp;&nbsp; 70450 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | 136 | &nbsp;&nbsp; 123911 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31<sup>(a)</sup> | 121 | &nbsp;&nbsp; 109190 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | 125 | &nbsp;&nbsp; 125774 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | 61 | &nbsp;&nbsp; 58536 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 | 75 | &nbsp;&nbsp; 73868 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | 100 | &nbsp;&nbsp; 103058 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | 120 | &nbsp;&nbsp; 118169 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | 75 | &nbsp;&nbsp; 75983 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Elevance Health, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | $110 | &nbsp;&nbsp; $109819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36<sup>(a)</sup> | 175 | &nbsp;&nbsp; 171437 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | 150 | &nbsp;&nbsp; 131343 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | 100 | &nbsp;&nbsp; 86547 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | 155 | &nbsp;&nbsp; 141123 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | 62 | &nbsp;&nbsp; 53094 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | 171 | &nbsp;&nbsp; 137548 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | 80 | &nbsp;&nbsp; 66132 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | 100 | &nbsp;&nbsp; 71236 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | 96 | &nbsp;&nbsp; 61438 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | 170 | &nbsp;&nbsp; 118008 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | 81 | &nbsp;&nbsp; 65248 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | 50 | &nbsp;&nbsp; 50145 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | 150 | &nbsp;&nbsp; 131512 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 120 | &nbsp;&nbsp; 113047 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | 150 | &nbsp;&nbsp; 141784 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95089 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 125 | &nbsp;&nbsp; 119523 |
| Hackensack Meridian Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | 69 | &nbsp;&nbsp; 49182 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50<sup>(a)</sup> | 136 | &nbsp;&nbsp; 84745 |
| Hartford HealthCare Corp., 3.45%, 07/01/54 | 62 | &nbsp;&nbsp; 45553 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | 100 | &nbsp;&nbsp; 100981 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | 90 | &nbsp;&nbsp; 91354 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | 50 | &nbsp;&nbsp; 50992 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | 50 | &nbsp;&nbsp; 51459 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | 50 | &nbsp;&nbsp; 48409 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | 205 | &nbsp;&nbsp; 202166 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | 30 | &nbsp;&nbsp; 30614 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | 300 | &nbsp;&nbsp; 284892 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | 55 | &nbsp;&nbsp; 54092 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | 225 | &nbsp;&nbsp; 230624 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | 171 | &nbsp;&nbsp; 151123 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/32 | 60 | &nbsp;&nbsp; 61509 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | 300 | &nbsp;&nbsp; 278789 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 190 | &nbsp;&nbsp; 184810 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | 80 | &nbsp;&nbsp; 81595 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | 75 | &nbsp;&nbsp; 76593 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | 160 | &nbsp;&nbsp; 161497 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | 150 | &nbsp;&nbsp; 154223 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/15/35 | 135 | &nbsp;&nbsp; 130519 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | 171 | &nbsp;&nbsp; 161154 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | 50 | &nbsp;&nbsp; 41947 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | 171 | &nbsp;&nbsp; 156696 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | 214 | &nbsp;&nbsp; 188844 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | 155 | &nbsp;&nbsp; 102587 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | 250 | &nbsp;&nbsp; 199573 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | 125 | &nbsp;&nbsp; 119013 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | 160 | &nbsp;&nbsp; 154433 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | 120 | &nbsp;&nbsp; 115423 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | 150 | &nbsp;&nbsp; 148582 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 | 115 | &nbsp;&nbsp; 106978 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96538 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<br>| 70 | &nbsp;&nbsp; 52225 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | 60 | &nbsp;&nbsp; 61178 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 | 25 | &nbsp;&nbsp; 25636 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | 62 | &nbsp;&nbsp; 60265 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29<sup>(a)</sup> | 112 | &nbsp;&nbsp; 106560 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | 50 | &nbsp;&nbsp; 49895 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Humana, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | $100 | &nbsp;&nbsp; $101075 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32<sup>(a)</sup> | 81 | &nbsp;&nbsp; 69342 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51089 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | 25 | &nbsp;&nbsp; 25495 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | 200 | &nbsp;&nbsp; 197762 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | 171 | &nbsp;&nbsp; 140440 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | 87 | &nbsp;&nbsp; 72833 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | 70 | &nbsp;&nbsp; 55791 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 86670 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | 135 | &nbsp;&nbsp; 121317 |
| Icon Investments Six DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201013 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 | 200 | &nbsp;&nbsp; 203923 |
| &nbsp;&nbsp;&nbsp; Indiana University Health, Inc. Obligated Group, <br> Series 2021, 2.85%, 11/01/51<br>| 87 | &nbsp;&nbsp; 53869 |
| Inova Health System Foundation, 4.07%, 05/15/52 | 74 | &nbsp;&nbsp; 57917 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center, Inc., Series A, 3.88%, <br> 08/15/50<br>| 66 | &nbsp;&nbsp; 47759 |
| IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | 200 | &nbsp;&nbsp; 203872 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | 100 | &nbsp;&nbsp; 103934 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp., 3.84%, <br> 05/15/46<sup>(a)</sup><br>| 62 | &nbsp;&nbsp; 48741 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | 87 | &nbsp;&nbsp; 86095 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | 191 | &nbsp;&nbsp; 155456 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | 82 | &nbsp;&nbsp; 56133 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | 101 | &nbsp;&nbsp; 73272 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | 116 | &nbsp;&nbsp; 74296 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 87 | &nbsp;&nbsp; 86073 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | 75 | &nbsp;&nbsp; 71083 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | 100 | &nbsp;&nbsp; 99118 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | 49 | &nbsp;&nbsp; 44595 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49374 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | 150 | &nbsp;&nbsp; 146048 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 | 79 | &nbsp;&nbsp; 68991 |
| Mass General Brigham, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | 85 | &nbsp;&nbsp; 64667 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49<sup>(a)</sup> | 87 | &nbsp;&nbsp; 58792 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | 71 | &nbsp;&nbsp; 45694 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | 75 | &nbsp;&nbsp; 60200 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61<sup>(a)</sup> | 66 | &nbsp;&nbsp; 41503 |
| MedStar Health, Inc., Series 20A, 3.63%, 08/15/49 | 74 | &nbsp;&nbsp; 53292 |
| Memorial Health Services, 3.45%, 11/01/49 | 62 | &nbsp;&nbsp; 43592 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42<sup>(a)</sup> | 70 | &nbsp;&nbsp; 66840 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 | 70 | &nbsp;&nbsp; 56162 |
| Methodist Hospital, Series 20A, 2.71%, 12/01/50 | 77 | &nbsp;&nbsp; 46797 |
| Montefiore Obligated Group, 4.29%, 09/01/50 | 64 | &nbsp;&nbsp; 44117 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> Series 2022, 3.80%, 11/15/52<br>| 57 | &nbsp;&nbsp; 41829 |
| MyMichigan Health, Series 2020, 3.41%, 06/01/50<sup>(a)</sup> | 47 | &nbsp;&nbsp; 32838 |
| Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 | 73 | &nbsp;&nbsp; 62382 |
| New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | 87 | &nbsp;&nbsp; 59704 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | 53 | &nbsp;&nbsp; 43065 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60 | 87 | &nbsp;&nbsp; 48012 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | 72 | &nbsp;&nbsp; 48966 |
| Northwell Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46<sup>(a)</sup> | 70 | &nbsp;&nbsp; 54374 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Northwell Healthcare, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | $70 | &nbsp;&nbsp; $56708 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | 57 | &nbsp;&nbsp; 41719 |
| Novant Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | 72 | &nbsp;&nbsp; 56913 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | 76 | &nbsp;&nbsp; 49667 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61<sup>(a)</sup> | 76 | &nbsp;&nbsp; 47561 |
| OhioHealth Corp., 2.83%, 11/15/41 | 59 | &nbsp;&nbsp; 42919 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | 29 | &nbsp;&nbsp; 23102 |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | 67 | &nbsp;&nbsp; 46909 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/28 | 10 | &nbsp;&nbsp; 9952 |
| &nbsp;&nbsp;&nbsp; 4.86%, 11/15/32 | 15 | &nbsp;&nbsp; 14929 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48<sup>(a)</sup> | 79 | &nbsp;&nbsp; 67965 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | 73 | &nbsp;&nbsp; 47906 |
| Piedmont Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52 | 66 | &nbsp;&nbsp; 40895 |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | 58 | &nbsp;&nbsp; 40694 |
| Presbyterian Healthcare Services, 4.88%, 08/01/52 | 60 | &nbsp;&nbsp; 52767 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 10/01/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101475 |
| &nbsp;&nbsp;&nbsp; Series 19A, 2.53%, 10/01/29 | 82 | &nbsp;&nbsp; 76429 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.70%, 10/01/51 | 76 | &nbsp;&nbsp; 44308 |
| &nbsp;&nbsp;&nbsp; Series A, 3.93%, 10/01/48 | 77 | &nbsp;&nbsp; 58257 |
| Queen's Health Systems, 4.81%, 07/01/52 | 67 | &nbsp;&nbsp; 59243 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 225 | &nbsp;&nbsp; 226008 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | 87 | &nbsp;&nbsp; 86484 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | 50 | &nbsp;&nbsp; 50357 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 70265 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 | 71 | &nbsp;&nbsp; 64805 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99317 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/30/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 77323 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series 21A, <br> 3.15%, 08/15/51<br>| 63 | &nbsp;&nbsp; 42079 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, 2.72%, <br> 10/01/50<sup>(a)</sup><br>| 62 | &nbsp;&nbsp; 38083 |
| Sentara Health, Series 2021, 2.93%, 11/01/51 | 71 | &nbsp;&nbsp; 44667 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50<sup>(a)</sup> | 91 | &nbsp;&nbsp; 55542 |
| Stanford Health Care, Series 2018, 3.80%, 11/15/48 | 64 | &nbsp;&nbsp; 48745 |
| Summa Health, 3.51%, 11/15/51 | 70 | &nbsp;&nbsp; 51344 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | 80 | &nbsp;&nbsp; 63603 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.21%, 08/15/32 | 35 | &nbsp;&nbsp; 35841 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.54%, 08/15/35 | 95 | &nbsp;&nbsp; 98017 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | 66 | &nbsp;&nbsp; 60131 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40<sup>(a)</sup> | 62 | &nbsp;&nbsp; 47718 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50<sup>(a)</sup> | 59 | &nbsp;&nbsp; 40861 |
| Texas Health Resources, 2.33%, 11/15/50 | 58 | &nbsp;&nbsp; 32461 |
| Trinity Health Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | 73 | &nbsp;&nbsp; 53563 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40 | 83 | &nbsp;&nbsp; 59580 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27 | 171 | &nbsp;&nbsp; 169411 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | 55 | &nbsp;&nbsp; 55216 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | 100 | &nbsp;&nbsp; 98185 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | 40 | &nbsp;&nbsp; 40702 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | 171 | &nbsp;&nbsp; 169791 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 55 | &nbsp;&nbsp; 55179 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | 140 | &nbsp;&nbsp; 139751 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 | 50 | &nbsp;&nbsp; 50499 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | 120 | &nbsp;&nbsp; 118760 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| UnitedHealth Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | $124 | &nbsp;&nbsp; $118207 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | 175 | &nbsp;&nbsp; 177090 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | 300 | &nbsp;&nbsp; 308367 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 79 | &nbsp;&nbsp; 71523 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | 100 | &nbsp;&nbsp; 100434 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | 75 | &nbsp;&nbsp; 76121 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | 197 | &nbsp;&nbsp; 176568 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | 250 | &nbsp;&nbsp; 252787 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | 150 | &nbsp;&nbsp; 146142 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | 180 | &nbsp;&nbsp; 184803 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | 140 | &nbsp;&nbsp; 136691 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | 275 | &nbsp;&nbsp; 275215 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | 250 | &nbsp;&nbsp; 252132 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 153020 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | 97 | &nbsp;&nbsp; 93857 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | 120 | &nbsp;&nbsp; 125440 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | 74 | &nbsp;&nbsp; 83306 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | 111 | &nbsp;&nbsp; 89779 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | 75 | &nbsp;&nbsp; 54552 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | 74 | &nbsp;&nbsp; 76295 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | 116 | &nbsp;&nbsp; 85991 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | 104 | &nbsp;&nbsp; 92535 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | 53 | &nbsp;&nbsp; 42858 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | 87 | &nbsp;&nbsp; 72583 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | 250 | &nbsp;&nbsp; 241249 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | 207 | &nbsp;&nbsp; 180534 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | 130 | &nbsp;&nbsp; 103722 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | 121 | &nbsp;&nbsp; 96895 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | 87 | &nbsp;&nbsp; 64345 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | 50 | &nbsp;&nbsp; 39728 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | 171 | &nbsp;&nbsp; 139554 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | 157 | &nbsp;&nbsp; 112905 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | 121 | &nbsp;&nbsp; 75325 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | 287 | &nbsp;&nbsp; 189064 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | 250 | &nbsp;&nbsp; 210450 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | 270 | &nbsp;&nbsp; 265914 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53<sup>(a)</sup> | 240 | &nbsp;&nbsp; 211127 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54<sup>(a)</sup> | 225 | &nbsp;&nbsp; 206906 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | 350 | &nbsp;&nbsp; 333576 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100738 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | 171 | &nbsp;&nbsp; 119301 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | 100 | &nbsp;&nbsp; 59445 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | 150 | &nbsp;&nbsp; 125935 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | 110 | &nbsp;&nbsp; 109957 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | 290 | &nbsp;&nbsp; 253164 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | 125 | &nbsp;&nbsp; 114451 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | 210 | &nbsp;&nbsp; 199965 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | 50 | &nbsp;&nbsp; 49417 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | 125 | &nbsp;&nbsp; 112534 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 75 | &nbsp;&nbsp; 65339 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 | 80 | &nbsp;&nbsp; 76380 |
| UPMC, 5.38%, 05/15/43 | 50 | &nbsp;&nbsp; 47706 |
| WakeMed, Series A, 3.29%, 10/01/52 | 66 | &nbsp;&nbsp; 44700 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated Group, <br> Series 2020, 3.13%, 06/01/50<br>| 60 | &nbsp;&nbsp; 37712 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| &nbsp;&nbsp;&nbsp; Willis-Knighton Medical Center, Series 2018, 4.81%, <br> 09/01/48<br>| 80 | &nbsp;&nbsp; $68984 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., Series 2020, <br> 2.50%, 07/01/50<sup>(a)</sup><br>| 64 | &nbsp;&nbsp; 37038 |
|  |  | &nbsp;&nbsp; 30790161 |
| **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | 25 | &nbsp;&nbsp; 23320 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 | 50 | &nbsp;&nbsp; 49682 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25054 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | 141 | &nbsp;&nbsp; 130042 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 | 73 | &nbsp;&nbsp; 61074 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | 102 | &nbsp;&nbsp; 82568 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | 52 | &nbsp;&nbsp; 43956 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 | 100 | &nbsp;&nbsp; 94567 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 | 50 | &nbsp;&nbsp; 49767 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/36 | 75 | &nbsp;&nbsp; 73243 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | 40 | &nbsp;&nbsp; 38989 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | 87 | &nbsp;&nbsp; 72621 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | 100 | &nbsp;&nbsp; 73554 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | 50 | &nbsp;&nbsp; 33923 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53<sup>(a)</sup> | 70 | &nbsp;&nbsp; 60810 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54<sup>(a)</sup> | 50 | &nbsp;&nbsp; 46487 |
| DOC Dr. LLC, 2.63%, 11/01/31 | 87 | &nbsp;&nbsp; 77120 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | 50 | &nbsp;&nbsp; 49518 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | 171 | &nbsp;&nbsp; 160949 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 | 50 | &nbsp;&nbsp; 43416 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | 75 | &nbsp;&nbsp; 70638 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | 107 | &nbsp;&nbsp; 103406 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 92 | &nbsp;&nbsp; 86525 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31<sup>(a)</sup> | 90 | &nbsp;&nbsp; 82569 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | 135 | &nbsp;&nbsp; 135892 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 25 | &nbsp;&nbsp; 24455 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 | 75 | &nbsp;&nbsp; 75231 |
| National Health Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | 45 | &nbsp;&nbsp; 40489 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/01/33 | 50 | &nbsp;&nbsp; 49132 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | 87 | &nbsp;&nbsp; 86884 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 87 | &nbsp;&nbsp; 86925 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 104 | &nbsp;&nbsp; 99887 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | 25 | &nbsp;&nbsp; 25102 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | 100 | &nbsp;&nbsp; 92422 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33<sup>(a)</sup> | 71 | &nbsp;&nbsp; 62494 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48492 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | 87 | &nbsp;&nbsp; 78556 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | 50 | &nbsp;&nbsp; 49688 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | 257 | &nbsp;&nbsp; 254426 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | 100 | &nbsp;&nbsp; 99426 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 50 | &nbsp;&nbsp; 47094 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | 50 | &nbsp;&nbsp; 50087 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | 121 | &nbsp;&nbsp; 107767 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | 50 | &nbsp;&nbsp; 50275 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25638 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 100 | &nbsp;&nbsp; 98123 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(a)</sup> | 35 | &nbsp;&nbsp; 34212 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | 100 | &nbsp;&nbsp; 98815 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care REITs (continued)** | **Health Care REITs (continued)** | **Health Care REITs (continued)** |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | 108 | &nbsp;&nbsp; $101582 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | 171 | &nbsp;&nbsp; 170103 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | 171 | &nbsp;&nbsp; 162688 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | 75 | &nbsp;&nbsp; 75023 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | 100 | &nbsp;&nbsp; 91960 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | 100 | &nbsp;&nbsp; 91564 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | 87 | &nbsp;&nbsp; 78233 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | 79 | &nbsp;&nbsp; 75271 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | 75 | &nbsp;&nbsp; 75280 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | 100 | &nbsp;&nbsp; 89879 |
|  |  | &nbsp;&nbsp; 4466893 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49407 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 | 25 | &nbsp;&nbsp; 25581 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | 75 | &nbsp;&nbsp; 75782 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | 75 | &nbsp;&nbsp; 74410 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | 171 | &nbsp;&nbsp; 162413 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | 100 | &nbsp;&nbsp; 94003 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | 71 | &nbsp;&nbsp; 63121 |
|  |  | &nbsp;&nbsp; 544717 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |
| Choice Hotels International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | 70 | &nbsp;&nbsp; 67129 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | 50 | &nbsp;&nbsp; 46919 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50426 |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99259 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | 25 | &nbsp;&nbsp; 24942 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 25 | &nbsp;&nbsp; 24955 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 53501 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/48<sup>(a)</sup> | 50 | &nbsp;&nbsp; 40043 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | 25 | &nbsp;&nbsp; 25208 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 | 276 | &nbsp;&nbsp; 273930 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25390 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | 87 | &nbsp;&nbsp; 89561 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31<sup>(a)</sup> | 45 | &nbsp;&nbsp; 45545 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 | 25 | &nbsp;&nbsp; 25685 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/30/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25251 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48973 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25325 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | 75 | &nbsp;&nbsp; 75977 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 | 75 | &nbsp;&nbsp; 72265 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25693 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 | 25 | &nbsp;&nbsp; 25714 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 | 100 | &nbsp;&nbsp; 102469 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | 50 | &nbsp;&nbsp; 49923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | 80 | &nbsp;&nbsp; 80721 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | 50 | &nbsp;&nbsp; 51296 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 100 | &nbsp;&nbsp; 101142 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 25 | &nbsp;&nbsp; 25212 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/31<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24708 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32<sup>(a)</sup> | 60 | &nbsp;&nbsp; 60948 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/33 | 50 | &nbsp;&nbsp; 48311 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | 175 | &nbsp;&nbsp; 176627 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | 100 | &nbsp;&nbsp; 100651 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 | 75 | &nbsp;&nbsp; 74602 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Marriott International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/37 | 175 | &nbsp;&nbsp; $174234 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/38 | 75 | &nbsp;&nbsp; 71302 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | 171 | &nbsp;&nbsp; 171019 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | 171 | &nbsp;&nbsp; 157259 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | 150 | &nbsp;&nbsp; 137355 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | 171 | &nbsp;&nbsp; 169606 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | 240 | &nbsp;&nbsp; 237859 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 71 | &nbsp;&nbsp; 70497 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 | 50 | &nbsp;&nbsp; 50612 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25568 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | 100 | &nbsp;&nbsp; 94796 |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/01/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 45923 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | 50 | &nbsp;&nbsp; 50452 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30<sup>(a)</sup> | 150 | &nbsp;&nbsp; 145744 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/31 | 50 | &nbsp;&nbsp; 49853 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50090 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/33<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76269 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/17/34 | 25 | &nbsp;&nbsp; 25562 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/35 | 110 | &nbsp;&nbsp; 109424 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | 79 | &nbsp;&nbsp; 77385 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49788 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | 200 | &nbsp;&nbsp; 219224 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | 171 | &nbsp;&nbsp; 186441 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | 74 | &nbsp;&nbsp; 59435 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | 25 | &nbsp;&nbsp; 19188 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | 171 | &nbsp;&nbsp; 147392 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45<sup>(a)</sup> | 171 | &nbsp;&nbsp; 152378 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | 87 | &nbsp;&nbsp; 72557 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | 100 | &nbsp;&nbsp; 82590 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | 201 | &nbsp;&nbsp; 144664 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | 88 | &nbsp;&nbsp; 69357 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 90350 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71126 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | 200 | &nbsp;&nbsp; 201368 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | 200 | &nbsp;&nbsp; 192824 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/31 | 200 | &nbsp;&nbsp; 180620 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 75 | &nbsp;&nbsp; 75152 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 | 87 | &nbsp;&nbsp; 86291 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | 214 | &nbsp;&nbsp; 208510 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | 100 | &nbsp;&nbsp; 91669 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 25 | &nbsp;&nbsp; 25305 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 | 140 | &nbsp;&nbsp; 128058 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/31 | 25 | &nbsp;&nbsp; 25277 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/32<sup>(a)</sup> | 132 | &nbsp;&nbsp; 120276 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | 100 | &nbsp;&nbsp; 99612 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34 | 25 | &nbsp;&nbsp; 25124 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 127807 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | 121 | &nbsp;&nbsp; 88911 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | 50 | &nbsp;&nbsp; 41250 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | 75 | &nbsp;&nbsp; 61128 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | 171 | &nbsp;&nbsp; 115252 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | 140 | &nbsp;&nbsp; 96584 |
|  |  | &nbsp;&nbsp; 7434618 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** | **Household Durables — 0.0%** |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | 171 | &nbsp;&nbsp; 163662 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30 | 25 | &nbsp;&nbsp; 25204 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98681 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| DR Horton, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | 50 | &nbsp;&nbsp; $50736 |
| Leggett & Platt, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | 70 | &nbsp;&nbsp; 68502 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29<sup>(a)</sup> | 71 | &nbsp;&nbsp; 69316 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 | 55 | &nbsp;&nbsp; 34166 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 | 141 | &nbsp;&nbsp; 141216 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/30<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75896 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/06/27<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75212 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | 50 | &nbsp;&nbsp; 49945 |
| NVR, Inc., 3.00%, 05/15/30 | 100 | &nbsp;&nbsp; 94159 |
| PulteGroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | 25 | &nbsp;&nbsp; 24433 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | 171 | &nbsp;&nbsp; 195653 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/36 | 25 | &nbsp;&nbsp; 24152 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | 50 | &nbsp;&nbsp; 47662 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | 70 | &nbsp;&nbsp; 61867 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | 71 | &nbsp;&nbsp; 64745 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | 75 | &nbsp;&nbsp; 74678 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | 50 | &nbsp;&nbsp; 48637 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76478 |
|  |  | &nbsp;&nbsp; 1565000 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | 75 | &nbsp;&nbsp; 69328 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | 87 | &nbsp;&nbsp; 75576 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | 90 | &nbsp;&nbsp; 93686 |
| Church & Dwight Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | 50 | &nbsp;&nbsp; 49298 |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | 171 | &nbsp;&nbsp; 151684 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | 140 | &nbsp;&nbsp; 147215 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | 50 | &nbsp;&nbsp; 39145 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 50 | &nbsp;&nbsp; 44795 |
| Clorox Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | 87 | &nbsp;&nbsp; 85308 |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44745 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | 75 | &nbsp;&nbsp; 74370 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | 100 | &nbsp;&nbsp; 95776 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | 50 | &nbsp;&nbsp; 48552 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | 100 | &nbsp;&nbsp; 95342 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 66565 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | 100 | &nbsp;&nbsp; 99909 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41<sup>(a)</sup> | 87 | &nbsp;&nbsp; 86658 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | 74 | &nbsp;&nbsp; 51701 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | 140 | &nbsp;&nbsp; 90384 |
|  |  | &nbsp;&nbsp; 1510037 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27<sup>(a)</sup> | 130 | &nbsp;&nbsp; 127450 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 | 61 | &nbsp;&nbsp; 59360 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | 169 | &nbsp;&nbsp; 158463 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 25 | &nbsp;&nbsp; 25268 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 25 | &nbsp;&nbsp; 25148 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | 87 | &nbsp;&nbsp; 58360 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | 104 | &nbsp;&nbsp; 75218 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48<sup>(a)</sup> | 150 | &nbsp;&nbsp; 115362 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** | **Industrial Conglomerates (continued)** |
| 3M Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | 175 | &nbsp;&nbsp; $117055 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | 87 | &nbsp;&nbsp; 62682 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | 118 | &nbsp;&nbsp; 116279 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/06/29 | 200 | &nbsp;&nbsp; 198003 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72691 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97217 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42<sup>(a)</sup> | 187 | &nbsp;&nbsp; 160429 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52<sup>(a)</sup> | 60 | &nbsp;&nbsp; 52524 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/06/56 | 200 | &nbsp;&nbsp; 193601 |
| Illinois Tool Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | 181 | &nbsp;&nbsp; 170851 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | 75 | &nbsp;&nbsp; 62605 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | 120 | &nbsp;&nbsp; 120049 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | 341 | &nbsp;&nbsp; 330299 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100579 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | 87 | &nbsp;&nbsp; 83256 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | 50 | &nbsp;&nbsp; 43246 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | 87 | &nbsp;&nbsp; 70030 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | 87 | &nbsp;&nbsp; 67765 |
| Pentair Finance SARL, 5.90%, 07/15/32 | 100 | &nbsp;&nbsp; 104600 |
| Teledyne Technologies, Inc., 2.75%, 04/01/31 | 171 | &nbsp;&nbsp; 156529 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | 50 | &nbsp;&nbsp; 49105 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | 50 | &nbsp;&nbsp; 48936 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | 171 | &nbsp;&nbsp; 160972 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 100 | &nbsp;&nbsp; 90046 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/35 | 50 | &nbsp;&nbsp; 50867 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72918 |
|  |  | &nbsp;&nbsp; 3497763 |
| **Insurance — 0.7%** | **Insurance — 0.7%** | **Insurance — 0.7%** |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., (6-mo. SOFR US + 3.97%), 5.50%, <br> 04/11/48<sup>(c)</sup><br>| 200 | &nbsp;&nbsp; 199552 |
| Aflac, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30<sup>(a)</sup> | 150 | &nbsp;&nbsp; 145391 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | 50 | &nbsp;&nbsp; 39203 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | 87 | &nbsp;&nbsp; 74722 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | 121 | &nbsp;&nbsp; 117422 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | 171 | &nbsp;&nbsp; 112508 |
| Allstate Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50983 |
| &nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 | 100 | &nbsp;&nbsp; 86827 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33<sup>(a)</sup> | 20 | &nbsp;&nbsp; 20430 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | 160 | &nbsp;&nbsp; 165397 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | 53 | &nbsp;&nbsp; 45040 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | 100 | &nbsp;&nbsp; 79302 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | 171 | &nbsp;&nbsp; 126842 |
| American Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/23/35 | 35 | &nbsp;&nbsp; 33576 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | 80 | &nbsp;&nbsp; 64367 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | 25 | &nbsp;&nbsp; 25251 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | 70 | &nbsp;&nbsp; 70675 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | 100 | &nbsp;&nbsp; 91847 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35<sup>(a)</sup> | 140 | &nbsp;&nbsp; 142797 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | 50 | &nbsp;&nbsp; 42748 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | 100 | &nbsp;&nbsp; 88356 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48<sup>(a)</sup> | 171 | &nbsp;&nbsp; 148378 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| American International Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | $87 | &nbsp;&nbsp; $70466 |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | 50 | &nbsp;&nbsp; 49725 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | 75 | &nbsp;&nbsp; 75774 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97489 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 171786 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | 171 | &nbsp;&nbsp; 167830 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | 100 | &nbsp;&nbsp; 93109 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 | 55 | &nbsp;&nbsp; 54055 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; 75962 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | 59 | &nbsp;&nbsp; 52625 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | 170 | &nbsp;&nbsp; 170996 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | 25 | &nbsp;&nbsp; 25603 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | 100 | &nbsp;&nbsp; 60661 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | 131 | &nbsp;&nbsp; 95525 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | 87 | &nbsp;&nbsp; 73718 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | 87 | &nbsp;&nbsp; 75032 |
| Aon North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102126 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 | 100 | &nbsp;&nbsp; 102031 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | 200 | &nbsp;&nbsp; 204247 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/54 | 195 | &nbsp;&nbsp; 187888 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | 75 | &nbsp;&nbsp; 67652 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | 100 | &nbsp;&nbsp; 71534 |
| Arch Capital Group U.S., Inc., 5.14%, 11/01/43 | 66 | &nbsp;&nbsp; 60924 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | 70 | &nbsp;&nbsp; 70192 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | 50 | &nbsp;&nbsp; 50534 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31<sup>(a)</sup> | 87 | &nbsp;&nbsp; 76417 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | 40 | &nbsp;&nbsp; 40095 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34<sup>(a)</sup> | 300 | &nbsp;&nbsp; 304733 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 150 | &nbsp;&nbsp; 148785 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | 112 | &nbsp;&nbsp; 76616 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | 66 | &nbsp;&nbsp; 63229 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | 70 | &nbsp;&nbsp; 75588 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | 60 | &nbsp;&nbsp; 57552 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55<sup>(a)</sup> | 180 | &nbsp;&nbsp; 168033 |
| Assurant, Inc., 5.55%, 02/15/36 | 50 | &nbsp;&nbsp; 50101 |
| Assured Guaranty U.S. Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/28 | 100 | &nbsp;&nbsp; 103514 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/31 | 50 | &nbsp;&nbsp; 46316 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/51 | 25 | &nbsp;&nbsp; 16878 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 | 75 | &nbsp;&nbsp; 74055 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 103210 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | 100 | &nbsp;&nbsp; 103938 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199200 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | 66 | &nbsp;&nbsp; 44639 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 30264 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | 150 | &nbsp;&nbsp; 137638 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55<sup>(a)</sup> | 105 | &nbsp;&nbsp; 101150 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.61%), 6.63%, 10/15/54<sup>(c)</sup> | 35 | &nbsp;&nbsp; 32327 |
| AXIS Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49026 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.19%), 4.90%, 01/15/40<sup>(c)</sup> | 50 | &nbsp;&nbsp; 47961 |
| AXIS Specialty Finance PLC, 4.00%, 12/06/27 | 25 | &nbsp;&nbsp; 24830 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30<sup>(a)</sup> | 87 | &nbsp;&nbsp; 79800 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Berkshire Hathaway Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30<sup>(a)</sup> | $155 | &nbsp;&nbsp; $137661 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32<sup>(a)</sup> | 150 | &nbsp;&nbsp; 138900 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | 74 | &nbsp;&nbsp; 66111 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43<sup>(a)</sup> | 87 | &nbsp;&nbsp; 76230 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | 250 | &nbsp;&nbsp; 203767 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | 221 | &nbsp;&nbsp; 181372 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | 196 | &nbsp;&nbsp; 123032 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51<sup>(a)</sup> | 132 | &nbsp;&nbsp; 77042 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | 250 | &nbsp;&nbsp; 188693 |
| Berkshire Hathaway, Inc., 4.50%, 02/11/43<sup>(a)</sup> | 100 | &nbsp;&nbsp; 90808 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/27<sup>(a)</sup> | 300 | &nbsp;&nbsp; 293920 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/30<sup>(a)</sup> | 71 | &nbsp;&nbsp; 70647 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | 103 | &nbsp;&nbsp; 70038 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | 50 | &nbsp;&nbsp; 27793 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | 50 | &nbsp;&nbsp; 50145 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 | 200 | &nbsp;&nbsp; 199729 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | 171 | &nbsp;&nbsp; 150465 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | 100 | &nbsp;&nbsp; 94392 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/23/32 | 50 | &nbsp;&nbsp; 49862 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | 50 | &nbsp;&nbsp; 50425 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 | 155 | &nbsp;&nbsp; 154794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52<sup>(a)</sup> | 65 | &nbsp;&nbsp; 54170 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55<sup>(a)</sup> | 80 | &nbsp;&nbsp; 79774 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | 75 | &nbsp;&nbsp; 75843 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | 346 | &nbsp;&nbsp; 302029 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 201111 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | 145 | &nbsp;&nbsp; 142769 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36<sup>(a)</sup> | 150 | &nbsp;&nbsp; 168340 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | 50 | &nbsp;&nbsp; 53346 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | 53 | &nbsp;&nbsp; 44597 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | 150 | &nbsp;&nbsp; 126289 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51<sup>(a)</sup> | 87 | &nbsp;&nbsp; 54059 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61<sup>(a)</sup> | 59 | &nbsp;&nbsp; 35430 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | 74 | &nbsp;&nbsp; 81973 |
| Cincinnati Financial Corp., 6.13%, 11/01/34 | 50 | &nbsp;&nbsp; 52481 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 100 | &nbsp;&nbsp; 98601 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 | 87 | &nbsp;&nbsp; 85172 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44481 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 75 | &nbsp;&nbsp; 73835 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 50 | &nbsp;&nbsp; 48927 |
| CNO Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | 120 | &nbsp;&nbsp; 120233 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 77390 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | 75 | &nbsp;&nbsp; 74320 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 | 175 | &nbsp;&nbsp; 170841 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32<sup>(a)</sup> | 175 | &nbsp;&nbsp; 164114 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 | 50 | &nbsp;&nbsp; 52268 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51284 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | 75 | &nbsp;&nbsp; 61637 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52<sup>(a)</sup> | 175 | &nbsp;&nbsp; 136319 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.85%), 6.88%, 12/15/52<sup>(a)(c)</sup> | 125 | &nbsp;&nbsp; 125946 |
| Enstar Group Ltd., 3.10%, 09/01/31 | 124 | &nbsp;&nbsp; 109413 |
| Equitable Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | 114 | &nbsp;&nbsp; 113730 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | 150 | &nbsp;&nbsp; 152998 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | 149 | &nbsp;&nbsp; 128964 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Essent Group Ltd., 6.25%, 07/01/29 | $25 | &nbsp;&nbsp; $25861 |
| Everest Reinsurance Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | 50 | &nbsp;&nbsp; 42290 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | 87 | &nbsp;&nbsp; 57717 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | 155 | &nbsp;&nbsp; 93481 |
| F&G Annuities & Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 | 50 | &nbsp;&nbsp; 50890 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 | 65 | &nbsp;&nbsp; 65272 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/04/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 71184 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 | 100 | &nbsp;&nbsp; 100376 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 | 171 | &nbsp;&nbsp; 170195 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | 75 | &nbsp;&nbsp; 69833 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | 80 | &nbsp;&nbsp; 82070 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102486 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | 135 | &nbsp;&nbsp; 136030 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | 50 | &nbsp;&nbsp; 48871 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 | 87 | &nbsp;&nbsp; 81804 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | 75 | &nbsp;&nbsp; 66148 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/51 | 58 | &nbsp;&nbsp; 35182 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | 50 | &nbsp;&nbsp; 47683 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | 78 | &nbsp;&nbsp; 67119 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 | 50 | &nbsp;&nbsp; 49004 |
| Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 | 50 | &nbsp;&nbsp; 49931 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/15/30<sup>(a)</sup> | 40 | &nbsp;&nbsp; 35898 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | 50 | &nbsp;&nbsp; 49483 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | 25 | &nbsp;&nbsp; 25756 |
| Hanover Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30<sup>(a)</sup> | 87 | &nbsp;&nbsp; 78880 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/35 | 25 | &nbsp;&nbsp; 24783 |
| Hartford Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 | 87 | &nbsp;&nbsp; 82382 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | 100 | &nbsp;&nbsp; 105660 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | 74 | &nbsp;&nbsp; 77698 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | 25 | &nbsp;&nbsp; 20995 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | 50 | &nbsp;&nbsp; 41264 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | 100 | &nbsp;&nbsp; 71826 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51<sup>(a)</sup> | 71 | &nbsp;&nbsp; 44001 |
| Horace Mann Educators Corp., 4.70%, 10/01/30 | 50 | &nbsp;&nbsp; 49206 |
| Jackson Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 152134 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 | 50 | &nbsp;&nbsp; 33301 |
| Kemper Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/30/30 | 25 | &nbsp;&nbsp; 21850 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/32 | 74 | &nbsp;&nbsp; 66804 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | 57 | &nbsp;&nbsp; 56289 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 93118 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 45334 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | 25 | &nbsp;&nbsp; 25442 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48735 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | 87 | &nbsp;&nbsp; 89417 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | 35 | &nbsp;&nbsp; 26227 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 | 114 | &nbsp;&nbsp; 108181 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/01/36<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48930 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 | 50 | &nbsp;&nbsp; 41413 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | 171 | &nbsp;&nbsp; 167481 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | 67 | &nbsp;&nbsp; 63425 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Manulife Financial Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.99%, 12/11/35 | $75 | &nbsp;&nbsp; $73270 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46 | 121 | &nbsp;&nbsp; 114774 |
| Markel Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | 82 | &nbsp;&nbsp; 78560 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | 50 | &nbsp;&nbsp; 43865 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | 80 | &nbsp;&nbsp; 62070 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | 75 | &nbsp;&nbsp; 64064 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | 87 | &nbsp;&nbsp; 64945 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | 75 | &nbsp;&nbsp; 49176 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | 40 | &nbsp;&nbsp; 38932 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | 85 | &nbsp;&nbsp; 85387 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 171 | &nbsp;&nbsp; 171336 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | 75 | &nbsp;&nbsp; 75535 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | 109 | &nbsp;&nbsp; 98580 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31<sup>(a)</sup> | 175 | &nbsp;&nbsp; 176427 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | 65 | &nbsp;&nbsp; 57790 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | 50 | &nbsp;&nbsp; 52706 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51562 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 225 | &nbsp;&nbsp; 227673 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | 285 | &nbsp;&nbsp; 283801 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 | 50 | &nbsp;&nbsp; 49527 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | 50 | &nbsp;&nbsp; 47338 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | 87 | &nbsp;&nbsp; 71120 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | 87 | &nbsp;&nbsp; 69645 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | 71 | &nbsp;&nbsp; 62644 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51<sup>(a)</sup> | 52 | &nbsp;&nbsp; 31975 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | 25 | &nbsp;&nbsp; 26247 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | 75 | &nbsp;&nbsp; 70810 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | 100 | &nbsp;&nbsp; 97968 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | 25 | &nbsp;&nbsp; 23527 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | 175 | &nbsp;&nbsp; 164085 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 171822 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51581 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | 257 | &nbsp;&nbsp; 280144 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | 110 | &nbsp;&nbsp; 112547 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | 150 | &nbsp;&nbsp; 156891 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | 100 | &nbsp;&nbsp; 101993 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | 75 | &nbsp;&nbsp; 61685 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | 200 | &nbsp;&nbsp; 179096 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | 50 | &nbsp;&nbsp; 43527 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 69897 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | 200 | &nbsp;&nbsp; 173208 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52<sup>(a)</sup> | 110 | &nbsp;&nbsp; 97204 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54<sup>(a)</sup> | 150 | &nbsp;&nbsp; 137878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, (5-year CMT + 2.08%), 6.35%, <br> 03/15/55<sup>(c)</sup><br>| 50 | &nbsp;&nbsp; 50738 |
| NMI Holdings, Inc., 6.00%, 08/15/29 | 25 | &nbsp;&nbsp; 25557 |
| Old Republic International Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/28/34 | 25 | &nbsp;&nbsp; 25510 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/11/51 | 70 | &nbsp;&nbsp; 49107 |
| PartnerRe Finance B LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/02/29<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24302 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.82%), 4.50%, 10/01/50<sup>(c)</sup> | 50 | &nbsp;&nbsp; 47867 |
| Primerica, Inc., 2.80%, 11/19/31 | 74 | &nbsp;&nbsp; 66175 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | 100 | &nbsp;&nbsp; 97575 |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 90282 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 | 40 | &nbsp;&nbsp; 40839 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | 50 | &nbsp;&nbsp; 43505 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | 87 | &nbsp;&nbsp; 70830 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Principal Financial Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | $45 | &nbsp;&nbsp; $41938 |
| Progressive Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | 75 | &nbsp;&nbsp; 74656 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/26/31 | 30 | &nbsp;&nbsp; 30069 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | 145 | &nbsp;&nbsp; 132587 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | 40 | &nbsp;&nbsp; 40541 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/26/36 | 45 | &nbsp;&nbsp; 45063 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | 74 | &nbsp;&nbsp; 62368 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | 70 | &nbsp;&nbsp; 53294 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | 87 | &nbsp;&nbsp; 69422 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | 87 | &nbsp;&nbsp; 69838 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 60 | &nbsp;&nbsp; 43610 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28<sup>(a)</sup> | 120 | &nbsp;&nbsp; 119144 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | 200 | &nbsp;&nbsp; 201542 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | 71 | &nbsp;&nbsp; 53506 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | 87 | &nbsp;&nbsp; 75107 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | 87 | &nbsp;&nbsp; 65546 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | 100 | &nbsp;&nbsp; 81322 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | 156 | &nbsp;&nbsp; 116230 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | 171 | &nbsp;&nbsp; 137241 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | 100 | &nbsp;&nbsp; 71592 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.64%), 4.50%, 09/15/47<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 97541 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.93%), 5.70%, 09/15/48<sup>(c)</sup> | 171 | &nbsp;&nbsp; 169371 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.85%), 6.75%, 03/01/53<sup>(c)</sup> | 150 | &nbsp;&nbsp; 155222 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.04%), 3.70%, 10/01/50<sup>(c)</sup> | 96 | &nbsp;&nbsp; 87210 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.16%), 5.13%, 03/01/52<sup>(c)</sup> | 107 | &nbsp;&nbsp; 102386 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | 171 | &nbsp;&nbsp; 162226 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | 87 | &nbsp;&nbsp; 81712 |
| Reinsurance Group of America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | 82 | &nbsp;&nbsp; 80178 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | 100 | &nbsp;&nbsp; 93462 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | 20 | &nbsp;&nbsp; 20767 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/34 | 75 | &nbsp;&nbsp; 76186 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.39%), 6.65%, 09/15/55<sup>(a)(c)</sup> | 50 | &nbsp;&nbsp; 49777 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 | 100 | &nbsp;&nbsp; 96376 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | 60 | &nbsp;&nbsp; 61596 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | 25 | &nbsp;&nbsp; 25570 |
| RLI Corp., 5.38%, 06/01/36 | 25 | &nbsp;&nbsp; 24065 |
| Selective Insurance Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/35 | 50 | &nbsp;&nbsp; 51400 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/49 | 25 | &nbsp;&nbsp; 22352 |
| Stewart Information Services Corp., 3.60%, 11/15/31 | 50 | &nbsp;&nbsp; 44204 |
| Travelers Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/35 | 60 | &nbsp;&nbsp; 60096 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | 87 | &nbsp;&nbsp; 98259 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | 87 | &nbsp;&nbsp; 95179 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | 200 | &nbsp;&nbsp; 197893 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | 148 | &nbsp;&nbsp; 130464 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | 87 | &nbsp;&nbsp; 71969 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | 87 | &nbsp;&nbsp; 68258 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | 87 | &nbsp;&nbsp; 68732 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | 50 | &nbsp;&nbsp; 32161 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | 40 | &nbsp;&nbsp; 38257 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74470 |
| &nbsp;&nbsp;&nbsp; Travelers Property Casualty Corp., 6.38%, <br> 03/15/33<sup>(a)</sup><br>| 74 | &nbsp;&nbsp; 82165 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | 71 | &nbsp;&nbsp; 69585 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Unum Group (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/35 | 25 | &nbsp;&nbsp; $24451 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | 87 | &nbsp;&nbsp; 84622 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | 37 | &nbsp;&nbsp; 29249 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51<sup>(a)</sup> | 75 | &nbsp;&nbsp; 55206 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 45 | &nbsp;&nbsp; 42467 |
| W.R. Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | 87 | &nbsp;&nbsp; 65674 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52<sup>(a)</sup> | 87 | &nbsp;&nbsp; 59779 |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | 71 | &nbsp;&nbsp; 71117 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | 207 | &nbsp;&nbsp; 206713 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 50 | &nbsp;&nbsp; 47347 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/31 | 75 | &nbsp;&nbsp; 73900 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33<sup>(a)</sup> | 40 | &nbsp;&nbsp; 40419 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 45 | &nbsp;&nbsp; 43823 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | 50 | &nbsp;&nbsp; 43402 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | 100 | &nbsp;&nbsp; 72396 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | 75 | &nbsp;&nbsp; 72799 |
| XL Group Ltd., 5.25%, 12/15/43 | 25 | &nbsp;&nbsp; 23088 |
|  |  | &nbsp;&nbsp; 25808099 |
| **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27<sup>(a)</sup> | 118 | &nbsp;&nbsp; 113243 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 | 45 | &nbsp;&nbsp; 44854 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/29 | 255 | &nbsp;&nbsp; 252808 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | 105 | &nbsp;&nbsp; 104217 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30<sup>(a)</sup> | 162 | &nbsp;&nbsp; 142453 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | 200 | &nbsp;&nbsp; 198637 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/31 | 235 | &nbsp;&nbsp; 233367 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/32 | 85 | &nbsp;&nbsp; 84514 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | 190 | &nbsp;&nbsp; 187634 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | 150 | &nbsp;&nbsp; 147536 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 | 425 | &nbsp;&nbsp; 419875 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | 375 | &nbsp;&nbsp; 373394 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40<sup>(a)</sup> | 159 | &nbsp;&nbsp; 106093 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 | 225 | &nbsp;&nbsp; 220003 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/46 | 320 | &nbsp;&nbsp; 317429 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50<sup>(a)</sup> | 340 | &nbsp;&nbsp; 182405 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | 170 | &nbsp;&nbsp; 160516 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 | 480 | &nbsp;&nbsp; 464737 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/56 | 175 | &nbsp;&nbsp; 174437 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60<sup>(a)</sup> | 257 | &nbsp;&nbsp; 129240 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | 170 | &nbsp;&nbsp; 157357 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/66 | 225 | &nbsp;&nbsp; 222827 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | 370 | &nbsp;&nbsp; 358592 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 | 375 | &nbsp;&nbsp; 372246 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 160 | &nbsp;&nbsp; 161763 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | 110 | &nbsp;&nbsp; 110491 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 60 | &nbsp;&nbsp; 60933 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | 450 | &nbsp;&nbsp; 445634 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | 100 | &nbsp;&nbsp; 100416 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | 415 | &nbsp;&nbsp; 396110 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 470 | &nbsp;&nbsp; 465389 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | 60 | &nbsp;&nbsp; 60509 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34<sup>(a)</sup> | 325 | &nbsp;&nbsp; 321462 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | 805 | &nbsp;&nbsp; 789738 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 | 600 | &nbsp;&nbsp; 567789 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | 140 | &nbsp;&nbsp; 110133 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | 360 | &nbsp;&nbsp; 335885 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | 360 | &nbsp;&nbsp; 326072 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** | **Interactive Media & Services (continued)** |
| Meta Platforms, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 | 790 | &nbsp;&nbsp; $740538 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | 200 | &nbsp;&nbsp; 154836 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63<sup>(a)</sup> | 210 | &nbsp;&nbsp; 195432 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | 340 | &nbsp;&nbsp; 305578 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 | 540 | &nbsp;&nbsp; 501554 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | 200 | &nbsp;&nbsp; 208072 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29 | 200 | &nbsp;&nbsp; 211945 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54<sup>(a)</sup> | 150 | &nbsp;&nbsp; 145267 |
| &nbsp;&nbsp;&nbsp; Tencent Music Entertainment Group, 2.00%, <br> 09/03/30<br>| 200 | &nbsp;&nbsp; 180505 |
| Weibo Corp., 3.38%, 07/08/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 187845 |
|  |  | &nbsp;&nbsp; 12252310 |
| **Internet Software & Services — 0.4%** | **Internet Software & Services — 0.4%** | **Internet Software & Services — 0.4%** |
| Airbnb, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/16/29 | 75 | &nbsp;&nbsp; 74901 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/16/31 | 75 | &nbsp;&nbsp; 74831 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/36 | 75 | &nbsp;&nbsp; 75076 |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 197424 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 204716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | 250 | &nbsp;&nbsp; 244500 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/26/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 205890 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(a)</sup> | 200 | &nbsp;&nbsp; 147036 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47<sup>(a)</sup> | 249 | &nbsp;&nbsp; 205664 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | 284 | &nbsp;&nbsp; 190584 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | 200 | &nbsp;&nbsp; 127130 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | 250 | &nbsp;&nbsp; 248116 |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | 341 | &nbsp;&nbsp; 330150 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | 450 | &nbsp;&nbsp; 444555 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/13/28 | 325 | &nbsp;&nbsp; 323963 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | 291 | &nbsp;&nbsp; 276870 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | 235 | &nbsp;&nbsp; 233996 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/13/29 | 325 | &nbsp;&nbsp; 323357 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | 238 | &nbsp;&nbsp; 233350 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 | 400 | &nbsp;&nbsp; 405984 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | 211 | &nbsp;&nbsp; 188476 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | 325 | &nbsp;&nbsp; 321192 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/31 | 425 | &nbsp;&nbsp; 421868 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | 341 | &nbsp;&nbsp; 305585 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | 354 | &nbsp;&nbsp; 337302 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32 | 400 | &nbsp;&nbsp; 404586 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/13/33 | 185 | &nbsp;&nbsp; 183219 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 | 170 | &nbsp;&nbsp; 166912 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34<sup>(a)</sup> | 204 | &nbsp;&nbsp; 206218 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 | 410 | &nbsp;&nbsp; 402025 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/13/36 | 380 | &nbsp;&nbsp; 376537 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | 296 | &nbsp;&nbsp; 266400 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | 240 | &nbsp;&nbsp; 176827 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44<sup>(a)</sup> | 137 | &nbsp;&nbsp; 128032 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/13/46 | 250 | &nbsp;&nbsp; 249135 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | 400 | &nbsp;&nbsp; 319845 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50<sup>(a)</sup> | 271 | &nbsp;&nbsp; 158201 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | 400 | &nbsp;&nbsp; 261389 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | 304 | &nbsp;&nbsp; 233090 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/20/55<sup>(a)</sup> | 350 | &nbsp;&nbsp; 334344 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/13/56 | 270 | &nbsp;&nbsp; 269783 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | 341 | &nbsp;&nbsp; 266054 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | 221 | &nbsp;&nbsp; 120659 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Internet Software & Services (continued)** | **Internet Software & Services (continued)** | **Internet Software & Services (continued)** |
| Amazon.com, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | 221 | &nbsp;&nbsp; $137086 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | 121 | &nbsp;&nbsp; 90248 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | 225 | &nbsp;&nbsp; 212589 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/13/66 | 170 | &nbsp;&nbsp; 170557 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/13/76 | 325 | &nbsp;&nbsp; 323095 |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | 100 | &nbsp;&nbsp; 100580 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | 35 | &nbsp;&nbsp; 35343 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | 70 | &nbsp;&nbsp; 69421 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/54 | 150 | &nbsp;&nbsp; 136251 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | 171 | &nbsp;&nbsp; 169477 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 | 25 | &nbsp;&nbsp; 24869 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 | 171 | &nbsp;&nbsp; 159096 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | 201 | &nbsp;&nbsp; 181390 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49312 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | 100 | &nbsp;&nbsp; 80190 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | 87 | &nbsp;&nbsp; 61166 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 | 100 | &nbsp;&nbsp; 100082 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 130 | &nbsp;&nbsp; 128242 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/30<sup>(a)</sup> | 192 | &nbsp;&nbsp; 181428 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 | 54 | &nbsp;&nbsp; 49472 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74405 |
| JD.com, Inc., 3.38%, 01/14/30 | 200 | &nbsp;&nbsp; 193418 |
| MercadoLibre, Inc., 4.90%, 01/15/33 | 50 | &nbsp;&nbsp; 48393 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 | 200 | &nbsp;&nbsp; 198315 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | 100 | &nbsp;&nbsp; 97779 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/34 | 150 | &nbsp;&nbsp; 146851 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | 100 | &nbsp;&nbsp; 97035 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/54<sup>(a)</sup> | 175 | &nbsp;&nbsp; 161143 |
| VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | 171 | &nbsp;&nbsp; 171022 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | 75 | &nbsp;&nbsp; 67149 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | 25 | &nbsp;&nbsp; 25180 |
|  |  | &nbsp;&nbsp; 14406356 |
| **IT Services — 0.3%** | **IT Services — 0.3%** | **IT Services — 0.3%** |
| Accenture Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | 80 | &nbsp;&nbsp; 79853 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | 125 | &nbsp;&nbsp; 124149 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | 140 | &nbsp;&nbsp; 138351 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 193370 |
| Amdocs Ltd., 2.54%, 06/15/30 | 50 | &nbsp;&nbsp; 45219 |
| Booz Allen Hamilton, Inc., 5.95%, 04/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100815 |
| Broadridge Financial Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | 87 | &nbsp;&nbsp; 81376 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | 79 | &nbsp;&nbsp; 70353 |
| CGI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/30 | 50 | &nbsp;&nbsp; 50259 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 | 87 | &nbsp;&nbsp; 76042 |
| DXC Technology Co., 2.38%, 09/15/28<sup>(a)</sup> | 71 | &nbsp;&nbsp; 66672 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | 118 | &nbsp;&nbsp; 111675 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/10/28 | 85 | &nbsp;&nbsp; 84762 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/10/29 | 150 | &nbsp;&nbsp; 149293 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44267 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/10/31 | 125 | &nbsp;&nbsp; 124019 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | 100 | &nbsp;&nbsp; 99645 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | 89 | &nbsp;&nbsp; 63942 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Fidelity National Information Services, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | $100 | &nbsp;&nbsp; $81436 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | 307 | &nbsp;&nbsp; 298774 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | 60 | &nbsp;&nbsp; 60852 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | 50 | &nbsp;&nbsp; 50780 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | 171 | &nbsp;&nbsp; 169027 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | 381 | &nbsp;&nbsp; 364923 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 | 50 | &nbsp;&nbsp; 49549 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | 164 | &nbsp;&nbsp; 149331 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | 140 | &nbsp;&nbsp; 137058 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 | 50 | &nbsp;&nbsp; 50491 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 | 40 | &nbsp;&nbsp; 40419 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | 150 | &nbsp;&nbsp; 151406 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99503 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | 100 | &nbsp;&nbsp; 97130 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 121564 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | 303 | &nbsp;&nbsp; 229102 |
| Fortinet, Inc., 2.20%, 03/15/31 | 152 | &nbsp;&nbsp; 135109 |
| Gartner, Inc., 5.60%, 11/20/35<sup>(a)</sup> | 25 | &nbsp;&nbsp; 23713 |
| &nbsp;&nbsp;&nbsp; Genpact U.K. Finco PLC/Genpact USA, Inc., 4.95%, <br> 11/18/30<br>| 25 | &nbsp;&nbsp; 24482 |
| IBM International Capital Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 | 100 | &nbsp;&nbsp; 100602 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100133 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | 100 | &nbsp;&nbsp; 98667 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | 100 | &nbsp;&nbsp; 91962 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | 100 | &nbsp;&nbsp; 88853 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | 289 | &nbsp;&nbsp; 280991 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | 100 | &nbsp;&nbsp; 99811 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | 250 | &nbsp;&nbsp; 250858 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | 100 | &nbsp;&nbsp; 100618 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/29 | 100 | &nbsp;&nbsp; 98990 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | 381 | &nbsp;&nbsp; 370366 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | 100 | &nbsp;&nbsp; 101098 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | 121 | &nbsp;&nbsp; 109269 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/03/31 | 100 | &nbsp;&nbsp; 98483 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 | 180 | &nbsp;&nbsp; 161361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | 100 | &nbsp;&nbsp; 100997 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | 100 | &nbsp;&nbsp; 97973 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32<sup>(a)</sup> | 87 | &nbsp;&nbsp; 92353 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/03/33 | 100 | &nbsp;&nbsp; 98073 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33 | 100 | &nbsp;&nbsp; 99379 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | 100 | &nbsp;&nbsp; 100516 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/03/36 | 100 | &nbsp;&nbsp; 97412 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | 350 | &nbsp;&nbsp; 303583 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | 345 | &nbsp;&nbsp; 249385 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | 148 | &nbsp;&nbsp; 120091 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | 150 | &nbsp;&nbsp; 127778 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | 330 | &nbsp;&nbsp; 254309 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | 116 | &nbsp;&nbsp; 71040 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52<sup>(a)</sup> | 100 | &nbsp;&nbsp; 84208 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 86982 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94426 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/03/56 | 100 | &nbsp;&nbsp; 95562 |
| Kyndryl Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/15/28 | 25 | &nbsp;&nbsp; 23124 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 | 50 | &nbsp;&nbsp; 41682 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/41 | 171 | &nbsp;&nbsp; 119073 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | 70 | &nbsp;&nbsp; 69307 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Leidos, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | 100 | &nbsp;&nbsp; $98384 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | 130 | &nbsp;&nbsp; 115689 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/35 | 50 | &nbsp;&nbsp; 50811 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/36<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72511 |
| Paychex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | 200 | &nbsp;&nbsp; 201793 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | 200 | &nbsp;&nbsp; 201009 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 150648 |
|  |  | &nbsp;&nbsp; 9508871 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| Brunswick Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | 66 | &nbsp;&nbsp; 57229 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32 | 75 | &nbsp;&nbsp; 70562 |
| Harley-Davidson, Inc., 4.63%, 07/28/45 | 25 | &nbsp;&nbsp; 19445 |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | 25 | &nbsp;&nbsp; 24743 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | 75 | &nbsp;&nbsp; 73198 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | 25 | &nbsp;&nbsp; 26058 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40<sup>(a)</sup> | 87 | &nbsp;&nbsp; 90600 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | 60 | &nbsp;&nbsp; 54398 |
| Mattel, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/17/30<sup>(a)</sup> | 70 | &nbsp;&nbsp; 69569 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/01/41 | 30 | &nbsp;&nbsp; 27165 |
| Polaris, Inc., 5.60%, 03/01/31 | 60 | &nbsp;&nbsp; 59462 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | 120 | &nbsp;&nbsp; 118062 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/33 | 100 | &nbsp;&nbsp; 96556 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36<sup>(a)</sup> | 175 | &nbsp;&nbsp; 171928 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/27/38 | 100 | &nbsp;&nbsp; 95131 |
|  |  | &nbsp;&nbsp; 1054106 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| AGCO Corp., 5.80%, 03/21/34 | 50 | &nbsp;&nbsp; 51085 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | 50 | &nbsp;&nbsp; 50485 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27 | 100 | &nbsp;&nbsp; 99435 |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95962 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | 75 | &nbsp;&nbsp; 75353 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | 125 | &nbsp;&nbsp; 126070 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/10/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49727 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | 50 | &nbsp;&nbsp; 50247 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/28 | 100 | &nbsp;&nbsp; 99521 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/23/29 | 75 | &nbsp;&nbsp; 74103 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | 50 | &nbsp;&nbsp; 50878 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50166 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | 150 | &nbsp;&nbsp; 152062 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/08/30<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25577 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/31 | 50 | &nbsp;&nbsp; 49532 |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | 50 | &nbsp;&nbsp; 49956 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29<sup>(a)</sup> | 70 | &nbsp;&nbsp; 66372 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | 87 | &nbsp;&nbsp; 81635 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 | 157 | &nbsp;&nbsp; 139736 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35<sup>(a)</sup> | 250 | &nbsp;&nbsp; 256106 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | 206 | &nbsp;&nbsp; 203667 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | 200 | &nbsp;&nbsp; 164990 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | 171 | &nbsp;&nbsp; 118382 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | 171 | &nbsp;&nbsp; 118965 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49983 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | 75 | &nbsp;&nbsp; 74967 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | 45 | &nbsp;&nbsp; 45188 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| CNH Industrial Capital LLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28<sup>(a)</sup> | $40 | &nbsp;&nbsp; $40033 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | 100 | &nbsp;&nbsp; 102486 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | 50 | &nbsp;&nbsp; 50602 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | 50 | &nbsp;&nbsp; 49360 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/31 | 25 | &nbsp;&nbsp; 24414 |
| CNH Industrial NV, 3.85%, 11/15/27 | 25 | &nbsp;&nbsp; 24745 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | 200 | &nbsp;&nbsp; 207500 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | 87 | &nbsp;&nbsp; 83057 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | 125 | &nbsp;&nbsp; 129854 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | 171 | &nbsp;&nbsp; 144327 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49<sup>(a)</sup> | 68 | &nbsp;&nbsp; 44513 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | 100 | &nbsp;&nbsp; 76264 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50966 |
| Deere Funding Canada Corp., 4.15%, 10/09/30 | 50 | &nbsp;&nbsp; 49357 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 | 60 | &nbsp;&nbsp; 56854 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | 25 | &nbsp;&nbsp; 25028 |
| Eaton Capital ULC, 4.45%, 05/09/30 | 200 | &nbsp;&nbsp; 199830 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | 25 | &nbsp;&nbsp; 23517 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 | 70 | &nbsp;&nbsp; 61790 |
| GE Vernova, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/04/31 | 50 | &nbsp;&nbsp; 49432 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/36<sup>(a)</sup> | 80 | &nbsp;&nbsp; 79289 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/56 | 30 | &nbsp;&nbsp; 28860 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | 75 | &nbsp;&nbsp; 70435 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 | 67 | &nbsp;&nbsp; 60454 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 | 50 | &nbsp;&nbsp; 50433 |
| &nbsp;&nbsp;&nbsp; 5.18%, 06/15/29 | 50 | &nbsp;&nbsp; 51186 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 | 200 | &nbsp;&nbsp; 207777 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | 50 | &nbsp;&nbsp; 51054 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97667 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | 75 | &nbsp;&nbsp; 75741 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | 145 | &nbsp;&nbsp; 145456 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | 25 | &nbsp;&nbsp; 24567 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100176 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | 75 | &nbsp;&nbsp; 73719 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28 | 50 | &nbsp;&nbsp; 50457 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50664 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | 87 | &nbsp;&nbsp; 82892 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28<sup>(a)</sup> | 85 | &nbsp;&nbsp; 86647 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29<sup>(a)</sup> | 120 | &nbsp;&nbsp; 121144 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | 100 | &nbsp;&nbsp; 98068 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | 61 | &nbsp;&nbsp; 59416 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | 75 | &nbsp;&nbsp; 76376 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | 110 | &nbsp;&nbsp; 105145 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51297 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | 75 | &nbsp;&nbsp; 70397 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30 | 110 | &nbsp;&nbsp; 111452 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99853 |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31<sup>(a)</sup> | 155 | &nbsp;&nbsp; 136074 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51041 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | 200 | &nbsp;&nbsp; 177418 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | 150 | &nbsp;&nbsp; 149818 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | 100 | &nbsp;&nbsp; 96840 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | 100 | &nbsp;&nbsp; 99178 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | 250 | &nbsp;&nbsp; 254534 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| John Deere Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/12/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; $76161 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | 75 | &nbsp;&nbsp; 75237 |
| &nbsp;&nbsp;&nbsp; Series I, 3.90%, 03/09/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49679 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | 75 | &nbsp;&nbsp; 75506 |
| &nbsp;&nbsp;&nbsp; Series I, 4.20%, 03/10/31 | 35 | &nbsp;&nbsp; 34668 |
| Kennametal, Inc., 2.80%, 03/01/31 | 55 | &nbsp;&nbsp; 49691 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 | 75 | &nbsp;&nbsp; 74831 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/33<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25986 |
| nVent Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | 50 | &nbsp;&nbsp; 49883 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/31 | 65 | &nbsp;&nbsp; 57770 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/33 | 40 | &nbsp;&nbsp; 41013 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | 75 | &nbsp;&nbsp; 73567 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | 30 | &nbsp;&nbsp; 30620 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 158747 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/04/35<sup>(a)</sup> | 30 | &nbsp;&nbsp; 29922 |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | 171 | &nbsp;&nbsp; 130041 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 | 69 | &nbsp;&nbsp; 47119 |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28<sup>(a)</sup> | 120 | &nbsp;&nbsp; 123078 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | 200 | &nbsp;&nbsp; 209554 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 | 100 | &nbsp;&nbsp; 105699 |
| Rockwell Automation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 | 50 | &nbsp;&nbsp; 49031 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 | 86 | &nbsp;&nbsp; 74821 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | 50 | &nbsp;&nbsp; 40423 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61<sup>(a)</sup> | 60 | &nbsp;&nbsp; 33312 |
| Snap-on, Inc., 3.10%, 05/01/50 | 171 | &nbsp;&nbsp; 113446 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 | 100 | &nbsp;&nbsp; 103063 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | 171 | &nbsp;&nbsp; 170726 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | 71 | &nbsp;&nbsp; 64825 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32<sup>(a)</sup> | 76 | &nbsp;&nbsp; 68536 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | 87 | &nbsp;&nbsp; 72862 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | 75 | &nbsp;&nbsp; 42474 |
| Vertiv Holdings Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/36<sup>(a)</sup> | 30 | &nbsp;&nbsp; 29171 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/46 | 40 | &nbsp;&nbsp; 38152 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/66 | 35 | &nbsp;&nbsp; 33499 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | 137 | &nbsp;&nbsp; 137402 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | 50 | &nbsp;&nbsp; 50524 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | 60 | &nbsp;&nbsp; 61713 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | 90 | &nbsp;&nbsp; 91883 |
| Xylem, Inc., 4.38%, 11/01/46 | 87 | &nbsp;&nbsp; 72171 |
|  |  | &nbsp;&nbsp; 9976410 |
| **Media — 0.5%** | **Media — 0.5%** | **Media — 0.5%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | 87 | &nbsp;&nbsp; 85479 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 200 | &nbsp;&nbsp; 198253 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | 86 | &nbsp;&nbsp; 80378 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | 71 | &nbsp;&nbsp; 71359 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | 50 | &nbsp;&nbsp; 51793 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 | 191 | &nbsp;&nbsp; 171481 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(a)</sup> | 150 | &nbsp;&nbsp; 128637 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | 300 | &nbsp;&nbsp; 280470 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 | 150 | &nbsp;&nbsp; 156470 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 | 100 | &nbsp;&nbsp; 103815 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | $227 | &nbsp;&nbsp; $230515 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/35 | 160 | &nbsp;&nbsp; 157374 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | 171 | &nbsp;&nbsp; 153259 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | 171 | &nbsp;&nbsp; 119912 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | 87 | &nbsp;&nbsp; 59555 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | 407 | &nbsp;&nbsp; 375240 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | 257 | &nbsp;&nbsp; 206805 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | 295 | &nbsp;&nbsp; 246030 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | 171 | &nbsp;&nbsp; 131290 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | 324 | &nbsp;&nbsp; 239552 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | 204 | &nbsp;&nbsp; 126259 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | 275 | &nbsp;&nbsp; 175062 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53<sup>(a)</sup> | 238 | &nbsp;&nbsp; 186639 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | 87 | &nbsp;&nbsp; 81902 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/55<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95537 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | 153 | &nbsp;&nbsp; 89354 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | 271 | &nbsp;&nbsp; 174056 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | 200 | &nbsp;&nbsp; 117512 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | 100 | &nbsp;&nbsp; 77232 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | 25 | &nbsp;&nbsp; 24897 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 | 50 | &nbsp;&nbsp; 50361 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | 163 | &nbsp;&nbsp; 152649 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | 182 | &nbsp;&nbsp; 174727 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | 171 | &nbsp;&nbsp; 169161 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | 246 | &nbsp;&nbsp; 218240 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 | 281 | &nbsp;&nbsp; 243521 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | 75 | &nbsp;&nbsp; 75692 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 103854 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | 312 | &nbsp;&nbsp; 301507 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | 160 | &nbsp;&nbsp; 158411 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | 80 | &nbsp;&nbsp; 79559 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 100 | &nbsp;&nbsp; 101511 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | 382 | &nbsp;&nbsp; 359545 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101815 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | 87 | &nbsp;&nbsp; 82049 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36<sup>(a)</sup> | 137 | &nbsp;&nbsp; 114858 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(b)</sup> | 226 | &nbsp;&nbsp; 220066 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | 100 | &nbsp;&nbsp; 108254 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38<sup>(a)</sup> | 137 | &nbsp;&nbsp; 117656 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | 130 | &nbsp;&nbsp; 118879 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | 171 | &nbsp;&nbsp; 132015 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | 171 | &nbsp;&nbsp; 138630 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | 100 | &nbsp;&nbsp; 86346 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | 67 | &nbsp;&nbsp; 57085 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | 87 | &nbsp;&nbsp; 59335 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | 87 | &nbsp;&nbsp; 64510 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | 257 | &nbsp;&nbsp; 189114 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | 87 | &nbsp;&nbsp; 64049 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | 214 | &nbsp;&nbsp; 175253 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | 216 | &nbsp;&nbsp; 156610 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | 150 | &nbsp;&nbsp; 98347 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51<sup>(a)</sup> | 149 | &nbsp;&nbsp; 85235 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | 580 | &nbsp;&nbsp; 335278 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(a)</sup> | 191 | &nbsp;&nbsp; 99470 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | 150 | &nbsp;&nbsp; 107463 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(a)</sup> | 280 | &nbsp;&nbsp; 247565 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54<sup>(a)</sup> | 190 | &nbsp;&nbsp; 175078 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(a)</sup> | 175 | &nbsp;&nbsp; 173156 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | 607 | &nbsp;&nbsp; 336257 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58<sup>(a)</sup> | 171 | &nbsp;&nbsp; $139728 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | 150 | &nbsp;&nbsp; 74120 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | 526 | &nbsp;&nbsp; 278514 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | 180 | &nbsp;&nbsp; 159413 |
| FactSet Research Systems, Inc., 3.45%, 03/01/32<sup>(a)</sup> | 70 | &nbsp;&nbsp; 63213 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | 171 | &nbsp;&nbsp; 171442 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | 200 | &nbsp;&nbsp; 191950 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | 50 | &nbsp;&nbsp; 53660 |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | 175 | &nbsp;&nbsp; 169279 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49<sup>(a)</sup> | 221 | &nbsp;&nbsp; 203683 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | 109 | &nbsp;&nbsp; 109155 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | 72 | &nbsp;&nbsp; 59783 |
| Paramount Global, 4.20%, 05/19/32 | 33 | &nbsp;&nbsp; 28290 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| 87 | &nbsp;&nbsp; 98508 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | 237 | &nbsp;&nbsp; 238942 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | 199 | &nbsp;&nbsp; 197462 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | 87 | &nbsp;&nbsp; 78842 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | 250 | &nbsp;&nbsp; 215463 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | 87 | &nbsp;&nbsp; 65332 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | 130 | &nbsp;&nbsp; 128361 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/32 | 100 | &nbsp;&nbsp; 111980 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | 87 | &nbsp;&nbsp; 71376 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46<sup>(a)</sup> | 75 | &nbsp;&nbsp; 51189 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | 87 | &nbsp;&nbsp; 74332 |
| Walt Disney Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 165678 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/14/29 | 175 | &nbsp;&nbsp; 173005 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 | 287 | &nbsp;&nbsp; 267392 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30 | 171 | &nbsp;&nbsp; 167797 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | 344 | &nbsp;&nbsp; 319245 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/14/31 | 175 | &nbsp;&nbsp; 172301 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | 62 | &nbsp;&nbsp; 68295 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | 131 | &nbsp;&nbsp; 145309 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/14/36 | 125 | &nbsp;&nbsp; 121554 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | 214 | &nbsp;&nbsp; 240791 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40<sup>(a)</sup> | 171 | &nbsp;&nbsp; 160171 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | 175 | &nbsp;&nbsp; 143232 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | 100 | &nbsp;&nbsp; 97785 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 87 | &nbsp;&nbsp; 77287 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | 65 | &nbsp;&nbsp; 59746 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | 100 | &nbsp;&nbsp; 88298 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | 271 | &nbsp;&nbsp; 167985 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50<sup>(a)</sup> | 198 | &nbsp;&nbsp; 172575 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51<sup>(a)</sup> | 290 | &nbsp;&nbsp; 209911 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | 221 | &nbsp;&nbsp; 157572 |
|  |  | &nbsp;&nbsp; 16439174 |
| **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | 200 | &nbsp;&nbsp; 191500 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | 200 | &nbsp;&nbsp; 190932 |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | 50 | &nbsp;&nbsp; 51526 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/16/29<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74742 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 55186 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 52588 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39<sup>(a)</sup> | 79 | &nbsp;&nbsp; 85900 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| ArcelorMittal SA (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 | $100 | &nbsp;&nbsp; $106328 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50863 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | 87 | &nbsp;&nbsp; 87111 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | 137 | &nbsp;&nbsp; 135523 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| 87 | &nbsp;&nbsp; 89226 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28<sup>(a)</sup> | 60 | &nbsp;&nbsp; 60557 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | 125 | &nbsp;&nbsp; 127307 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | 125 | &nbsp;&nbsp; 127313 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30<sup>(a)</sup> | 125 | &nbsp;&nbsp; 128652 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | 100 | &nbsp;&nbsp; 102068 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | 85 | &nbsp;&nbsp; 85144 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | 175 | &nbsp;&nbsp; 178698 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | 150 | &nbsp;&nbsp; 152687 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36<sup>(a)</sup> | 55 | &nbsp;&nbsp; 54984 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | 112 | &nbsp;&nbsp; 94952 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43<sup>(a)</sup> | 400 | &nbsp;&nbsp; 372538 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96628 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 | 25 | &nbsp;&nbsp; 25014 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/27<sup>(a)</sup> | 71 | &nbsp;&nbsp; 71007 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | 87 | &nbsp;&nbsp; 86285 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28<sup>(a)</sup> | 71 | &nbsp;&nbsp; 70477 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 | 71 | &nbsp;&nbsp; 71593 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30<sup>(a)</sup> | 71 | &nbsp;&nbsp; 69548 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | 103 | &nbsp;&nbsp; 102323 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | 87 | &nbsp;&nbsp; 88276 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 | 206 | &nbsp;&nbsp; 194894 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | 87 | &nbsp;&nbsp; 92260 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42<sup>(a)</sup> | 111 | &nbsp;&nbsp; 103250 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | 50 | &nbsp;&nbsp; 48224 |
| Newmont Corp./Newcrest Finance Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | 50 | &nbsp;&nbsp; 51421 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/13/50 | 100 | &nbsp;&nbsp; 79327 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | 79 | &nbsp;&nbsp; 79077 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 | 171 | &nbsp;&nbsp; 169874 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 | 171 | &nbsp;&nbsp; 159518 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50465 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50518 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | 25 | &nbsp;&nbsp; 20674 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | 100 | &nbsp;&nbsp; 74321 |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | 87 | &nbsp;&nbsp; 52799 |
| Precision Castparts Corp., 4.38%, 06/15/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 73653 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/15/28 | 71 | &nbsp;&nbsp; 75353 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | 112 | &nbsp;&nbsp; 109006 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | 216 | &nbsp;&nbsp; 130095 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50238 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | 135 | &nbsp;&nbsp; 137113 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 | 65 | &nbsp;&nbsp; 66323 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | 65 | &nbsp;&nbsp; 66032 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35<sup>(a)</sup> | 275 | &nbsp;&nbsp; 279393 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | 62 | &nbsp;&nbsp; 56868 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | 87 | &nbsp;&nbsp; 73337 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | 120 | &nbsp;&nbsp; 109585 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | 190 | &nbsp;&nbsp; 189545 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| Rio Tinto Finance USA PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | 80 | &nbsp;&nbsp; $79691 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | 80 | &nbsp;&nbsp; 86716 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | 150 | &nbsp;&nbsp; 137365 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | 277 | &nbsp;&nbsp; 272535 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | 87 | &nbsp;&nbsp; 83488 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | 50 | &nbsp;&nbsp; 49457 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | 90 | &nbsp;&nbsp; 86071 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 72 | &nbsp;&nbsp; 67445 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50456 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | 75 | &nbsp;&nbsp; 75032 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | 44 | &nbsp;&nbsp; 28723 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | 40 | &nbsp;&nbsp; 38560 |
| Timken Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | 87 | &nbsp;&nbsp; 86791 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 | 75 | &nbsp;&nbsp; 70736 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 | 171 | &nbsp;&nbsp; 162775 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 | 300 | &nbsp;&nbsp; 312090 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39<sup>(a)</sup> | 28 | &nbsp;&nbsp; 30773 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 | 200 | &nbsp;&nbsp; 201236 |
| Vale SA, 5.63%, 09/11/42 | 171 | &nbsp;&nbsp; 166893 |
| Valmont Industries, Inc., 5.00%, 10/01/44 | 171 | &nbsp;&nbsp; 150334 |
|  |  | &nbsp;&nbsp; 8217806 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder Capital <br> Finance Corp., 5.50%, 08/01/30<sup>(a)</sup><br>| 50 | &nbsp;&nbsp; 50098 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| American Water Capital Corp., 5.20%, 04/01/36 | 75 | &nbsp;&nbsp; 75154 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | 74 | &nbsp;&nbsp; 70088 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | 171 | &nbsp;&nbsp; 149210 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 75 | &nbsp;&nbsp; 80075 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35<sup>(a)</sup> | 90 | &nbsp;&nbsp; 91700 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | 50 | &nbsp;&nbsp; 50002 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | 74 | &nbsp;&nbsp; 62100 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | 100 | &nbsp;&nbsp; 82708 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48<sup>(a)</sup> | 87 | &nbsp;&nbsp; 70262 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | 57 | &nbsp;&nbsp; 44590 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | 110 | &nbsp;&nbsp; 75456 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49679 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | 50 | &nbsp;&nbsp; 52793 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54 | 75 | &nbsp;&nbsp; 66466 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | 55 | &nbsp;&nbsp; 52499 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28<sup>(a)</sup> | 140 | &nbsp;&nbsp; 142436 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | 91 | &nbsp;&nbsp; 80732 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | 50 | &nbsp;&nbsp; 49072 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/41 | 87 | &nbsp;&nbsp; 88785 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | 50 | &nbsp;&nbsp; 50031 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | 35 | &nbsp;&nbsp; 35803 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | 87 | &nbsp;&nbsp; 79089 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | 25 | &nbsp;&nbsp; 25864 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 | 171 | &nbsp;&nbsp; 169206 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 | 120 | &nbsp;&nbsp; 121892 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | 50 | &nbsp;&nbsp; 50989 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 | 100 | &nbsp;&nbsp; 95030 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 | 150 | &nbsp;&nbsp; 144547 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| NiSource, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | $79 | &nbsp;&nbsp; $68658 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 | 50 | &nbsp;&nbsp; 51159 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | 50 | &nbsp;&nbsp; 50873 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100680 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | 56 | &nbsp;&nbsp; 56972 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | 75 | &nbsp;&nbsp; 69390 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | 87 | &nbsp;&nbsp; 76180 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | 87 | &nbsp;&nbsp; 84177 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | 87 | &nbsp;&nbsp; 69867 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | 87 | &nbsp;&nbsp; 65257 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | 50 | &nbsp;&nbsp; 43230 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | 170 | &nbsp;&nbsp; 165263 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.45%), 6.95%, 11/30/54<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51415 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.53%), 6.38%, 03/31/55<sup>(c)</sup> | 50 | &nbsp;&nbsp; 51093 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | 25 | &nbsp;&nbsp; 25495 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | 50 | &nbsp;&nbsp; 48601 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | 87 | &nbsp;&nbsp; 75983 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | 50 | &nbsp;&nbsp; 41984 |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 | 120 | &nbsp;&nbsp; 116647 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | 87 | &nbsp;&nbsp; 78583 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | 40 | &nbsp;&nbsp; 41006 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | 25 | &nbsp;&nbsp; 24884 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50<sup>(a)</sup> | 71 | &nbsp;&nbsp; 47871 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | 100 | &nbsp;&nbsp; 88025 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | 110 | &nbsp;&nbsp; 108553 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | 40 | &nbsp;&nbsp; 40701 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | 50 | &nbsp;&nbsp; 50202 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76745 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | 20 | &nbsp;&nbsp; 21047 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | 70 | &nbsp;&nbsp; 68105 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | 95 | &nbsp;&nbsp; 90552 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | 100 | &nbsp;&nbsp; 100088 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | 87 | &nbsp;&nbsp; 67207 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | 100 | &nbsp;&nbsp; 79289 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | 50 | &nbsp;&nbsp; 37217 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | 171 | &nbsp;&nbsp; 160047 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 | 50 | &nbsp;&nbsp; 50697 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 50 | &nbsp;&nbsp; 51962 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | 100 | &nbsp;&nbsp; 98554 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | 100 | &nbsp;&nbsp; 101801 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | 130 | &nbsp;&nbsp; 99023 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | 100 | &nbsp;&nbsp; 81550 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 | 87 | &nbsp;&nbsp; 76313 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | 100 | &nbsp;&nbsp; 102234 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | 171 | &nbsp;&nbsp; 155545 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 75 | &nbsp;&nbsp; 71620 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/29/46 | 25 | &nbsp;&nbsp; 18789 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | 50 | &nbsp;&nbsp; 38364 |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | 50 | &nbsp;&nbsp; 32296 |
| Spire Missouri, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49905 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/51 | 50 | &nbsp;&nbsp; 33432 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |
| Spire Missouri, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | 50 | &nbsp;&nbsp; $50542 |
| Washington Gas Light Co., 3.65%, 09/15/49 | 87 | &nbsp;&nbsp; 61019 |
|  |  | &nbsp;&nbsp; 5872950 |
| **Office REITs — 0.1%** | **Office REITs — 0.1%** | **Office REITs — 0.1%** |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | 100 | &nbsp;&nbsp; 103358 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | 171 | &nbsp;&nbsp; 169870 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | 100 | &nbsp;&nbsp; 95855 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | 83 | &nbsp;&nbsp; 76914 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 157724 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32<sup>(a)</sup> | 130 | &nbsp;&nbsp; 111556 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | 100 | &nbsp;&nbsp; 80749 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 78516 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99451 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | 70 | &nbsp;&nbsp; 65287 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/30 | 25 | &nbsp;&nbsp; 24677 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | 50 | &nbsp;&nbsp; 45271 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | 87 | &nbsp;&nbsp; 73613 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | 25 | &nbsp;&nbsp; 25329 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/32 | 30 | &nbsp;&nbsp; 30187 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/33 | 25 | &nbsp;&nbsp; 24069 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | 50 | &nbsp;&nbsp; 50637 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | 87 | &nbsp;&nbsp; 85752 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 | 40 | &nbsp;&nbsp; 38895 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 87 | &nbsp;&nbsp; 80195 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31<sup>(a)</sup> | 50 | &nbsp;&nbsp; 44204 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/33<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24410 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | 100 | &nbsp;&nbsp; 99228 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | 25 | &nbsp;&nbsp; 22796 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | 67 | &nbsp;&nbsp; 54550 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | 71 | &nbsp;&nbsp; 56395 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 96408 |
| Piedmont Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 | 87 | &nbsp;&nbsp; 78182 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32 | 35 | &nbsp;&nbsp; 29408 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/33 | 25 | &nbsp;&nbsp; 24294 |
|  |  | &nbsp;&nbsp; 2047780 |
| **Oil, Gas & Consumable Fuels — 1.7%** | **Oil, Gas & Consumable Fuels — 1.7%** | **Oil, Gas & Consumable Fuels — 1.7%** |
| Antero Resources Corp., 5.40%, 02/01/36 | 50 | &nbsp;&nbsp; 49168 |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 | 25 | &nbsp;&nbsp; 25669 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | 150 | &nbsp;&nbsp; 126398 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50103 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 | 50 | &nbsp;&nbsp; 49945 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 | 87 | &nbsp;&nbsp; 87307 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 | 200 | &nbsp;&nbsp; 184271 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25617 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/36 | 45 | &nbsp;&nbsp; 44276 |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | 171 | &nbsp;&nbsp; 169827 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 202625 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | 87 | &nbsp;&nbsp; 86356 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | 171 | &nbsp;&nbsp; 171045 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| BP Capital Markets America, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | $125 | &nbsp;&nbsp; $126475 |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | 75 | &nbsp;&nbsp; 76563 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | 75 | &nbsp;&nbsp; 76354 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | 171 | &nbsp;&nbsp; 166328 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | 90 | &nbsp;&nbsp; 80513 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | 207 | &nbsp;&nbsp; 187051 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 | 250 | &nbsp;&nbsp; 250809 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | 160 | &nbsp;&nbsp; 160816 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | 100 | &nbsp;&nbsp; 100693 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | 165 | &nbsp;&nbsp; 168390 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | 170 | &nbsp;&nbsp; 127765 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | 221 | &nbsp;&nbsp; 142054 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | 191 | &nbsp;&nbsp; 117286 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | 250 | &nbsp;&nbsp; 157619 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 | 187 | &nbsp;&nbsp; 118332 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | 298 | &nbsp;&nbsp; 191269 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | 187 | &nbsp;&nbsp; 184655 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 168505 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | 87 | &nbsp;&nbsp; 86507 |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/30<sup>(a)</sup> | 87 | &nbsp;&nbsp; 81836 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34<sup>(a)</sup> | 125 | &nbsp;&nbsp; 126449 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | 200 | &nbsp;&nbsp; 213436 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | 75 | &nbsp;&nbsp; 78884 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47<sup>(a)</sup> | 100 | &nbsp;&nbsp; 87202 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/20/31 | 50 | &nbsp;&nbsp; 49654 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 74 | &nbsp;&nbsp; 65794 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/36 | 50 | &nbsp;&nbsp; 49742 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | 53 | &nbsp;&nbsp; 51226 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39 | 100 | &nbsp;&nbsp; 108895 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47<sup>(a)</sup> | 102 | &nbsp;&nbsp; 92327 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 | 91 | &nbsp;&nbsp; 63499 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | 257 | &nbsp;&nbsp; 258327 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29<sup>(a)</sup> | 87 | &nbsp;&nbsp; 84525 |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 | 87 | &nbsp;&nbsp; 73567 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | 200 | &nbsp;&nbsp; 199125 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | 200 | &nbsp;&nbsp; 191985 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | 200 | &nbsp;&nbsp; 182282 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | 100 | &nbsp;&nbsp; 104831 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 | 100 | &nbsp;&nbsp; 103002 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(a)</sup> | 130 | &nbsp;&nbsp; 132385 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | 200 | &nbsp;&nbsp; 199495 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | 150 | &nbsp;&nbsp; 154429 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/36<sup>(a)(b)</sup> | 55 | &nbsp;&nbsp; 54438 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/30/56<sup>(b)</sup> | 30 | &nbsp;&nbsp; 29894 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | 190 | &nbsp;&nbsp; 185973 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | 163 | &nbsp;&nbsp; 150490 |
| &nbsp;&nbsp;&nbsp; 3.08%, 05/11/50<sup>(a)</sup> | 119 | &nbsp;&nbsp; 80158 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | 114 | &nbsp;&nbsp; 109491 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | 50 | &nbsp;&nbsp; 49988 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | 257 | &nbsp;&nbsp; 256166 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | 75 | &nbsp;&nbsp; 75568 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 | 50 | &nbsp;&nbsp; 50061 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 | 120 | &nbsp;&nbsp; 115832 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | 75 | &nbsp;&nbsp; 76166 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Chevron USA, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30<sup>(a)</sup> | $150 | &nbsp;&nbsp; $150376 |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | 75 | &nbsp;&nbsp; 76530 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32<sup>(a)</sup> | 150 | &nbsp;&nbsp; 150385 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | 75 | &nbsp;&nbsp; 75960 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 125442 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50<sup>(a)</sup> | 187 | &nbsp;&nbsp; 107623 |
| &nbsp;&nbsp;&nbsp; CNOOC Petroleum North America ULC, 6.40%, <br> 05/15/37<br>| 150 | &nbsp;&nbsp; 173104 |
| Columbia Pipeline Group, Inc., 5.80%, 06/01/45 | 100 | &nbsp;&nbsp; 97509 |
| ConocoPhillips, 6.50%, 02/01/39 | 100 | &nbsp;&nbsp; 110391 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 150 | &nbsp;&nbsp; 151330 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32 | 75 | &nbsp;&nbsp; 76182 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | 70 | &nbsp;&nbsp; 71090 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | 150 | &nbsp;&nbsp; 150529 |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | 370 | &nbsp;&nbsp; 297829 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | 171 | &nbsp;&nbsp; 143152 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | 112 | &nbsp;&nbsp; 81821 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | 160 | &nbsp;&nbsp; 148065 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | 150 | &nbsp;&nbsp; 143723 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55<sup>(a)</sup> | 115 | &nbsp;&nbsp; 109859 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | 200 | &nbsp;&nbsp; 144069 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | 50 | &nbsp;&nbsp; 48120 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | 125 | &nbsp;&nbsp; 118861 |
| Continental Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 | 121 | &nbsp;&nbsp; 120180 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/44 | 87 | &nbsp;&nbsp; 68642 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | 50 | &nbsp;&nbsp; 49642 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 71 | &nbsp;&nbsp; 70734 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | 50 | &nbsp;&nbsp; 51170 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | 100 | &nbsp;&nbsp; 100319 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/55 | 135 | &nbsp;&nbsp; 128544 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | 50 | &nbsp;&nbsp; 50650 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | 50 | &nbsp;&nbsp; 50878 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | 100 | &nbsp;&nbsp; 95165 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100038 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 | 112 | &nbsp;&nbsp; 112050 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(a)</sup> | 125 | &nbsp;&nbsp; 125313 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | 87 | &nbsp;&nbsp; 84086 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | 231 | &nbsp;&nbsp; 202748 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | 87 | &nbsp;&nbsp; 76379 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 93977 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 | 150 | &nbsp;&nbsp; 151181 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | 171 | &nbsp;&nbsp; 164999 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | 150 | &nbsp;&nbsp; 153054 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | 65 | &nbsp;&nbsp; 60263 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | 30 | &nbsp;&nbsp; 32009 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | 140 | &nbsp;&nbsp; 142128 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | 90 | &nbsp;&nbsp; 91847 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(a)</sup> | 87 | &nbsp;&nbsp; 69318 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | 104 | &nbsp;&nbsp; 80489 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | 100 | &nbsp;&nbsp; 101138 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | 205 | &nbsp;&nbsp; 193877 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64<sup>(a)</sup> | 170 | &nbsp;&nbsp; 160861 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | 125 | &nbsp;&nbsp; 129632 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | 75 | &nbsp;&nbsp; 70640 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 | 80 | &nbsp;&nbsp; 81080 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Eastern Gas Transmission & Storage, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 | $171 | &nbsp;&nbsp; $161971 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | 150 | &nbsp;&nbsp; 127982 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97548 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | 70 | &nbsp;&nbsp; 80098 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | 50 | &nbsp;&nbsp; 50418 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | 171 | &nbsp;&nbsp; 169373 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | 25 | &nbsp;&nbsp; 25065 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | 60 | &nbsp;&nbsp; 62260 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | 50 | &nbsp;&nbsp; 49649 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | 80 | &nbsp;&nbsp; 81646 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | 130 | &nbsp;&nbsp; 123903 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 | 50 | &nbsp;&nbsp; 50523 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 | 35 | &nbsp;&nbsp; 37063 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98859 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/27/31 | 75 | &nbsp;&nbsp; 75303 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | 290 | &nbsp;&nbsp; 300407 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | 171 | &nbsp;&nbsp; 145277 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | 120 | &nbsp;&nbsp; 123779 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | 125 | &nbsp;&nbsp; 127675 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 | 100 | &nbsp;&nbsp; 99628 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/27/36 | 75 | &nbsp;&nbsp; 75646 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | 100 | &nbsp;&nbsp; 95381 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | 96 | &nbsp;&nbsp; 72429 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | 100 | &nbsp;&nbsp; 67078 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53<sup>(a)</sup> | 85 | &nbsp;&nbsp; 92245 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148956 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.97%), 7.20%, 06/27/54<sup>(c)</sup> | 100 | &nbsp;&nbsp; 105176 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | 171 | &nbsp;&nbsp; 170631 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | 100 | &nbsp;&nbsp; 100927 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | 150 | &nbsp;&nbsp; 148999 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | 100 | &nbsp;&nbsp; 101912 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | 171 | &nbsp;&nbsp; 172458 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | 110 | &nbsp;&nbsp; 111111 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 | 257 | &nbsp;&nbsp; 261755 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | 45 | &nbsp;&nbsp; 45984 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | 571 | &nbsp;&nbsp; 551961 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 | 40 | &nbsp;&nbsp; 42732 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/31 | 150 | &nbsp;&nbsp; 148638 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | 185 | &nbsp;&nbsp; 192400 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | 180 | &nbsp;&nbsp; 194339 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | 300 | &nbsp;&nbsp; 305480 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 | 175 | &nbsp;&nbsp; 178354 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | 87 | &nbsp;&nbsp; 84143 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/35 | 100 | &nbsp;&nbsp; 102703 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | 150 | &nbsp;&nbsp; 148958 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | 50 | &nbsp;&nbsp; 50032 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | 87 | &nbsp;&nbsp; 90679 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43<sup>(a)</sup> | 87 | &nbsp;&nbsp; 75443 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | 87 | &nbsp;&nbsp; 77004 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | 53 | &nbsp;&nbsp; 51526 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | 74 | &nbsp;&nbsp; 66306 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | 87 | &nbsp;&nbsp; 75736 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | 100 | &nbsp;&nbsp; 87041 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | 87 | &nbsp;&nbsp; 77775 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | 114 | &nbsp;&nbsp; 111384 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | 130 | &nbsp;&nbsp; 114709 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | 171 | &nbsp;&nbsp; 151951 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | 150 | &nbsp;&nbsp; 143985 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49<sup>(a)</sup> | 221 | &nbsp;&nbsp; 216741 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Energy Transfer LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | $234 | &nbsp;&nbsp; $194191 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | 115 | &nbsp;&nbsp; 107833 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | 175 | &nbsp;&nbsp; 166626 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | 150 | &nbsp;&nbsp; 145628 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/56 | 150 | &nbsp;&nbsp; 147703 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100133 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | 171 | &nbsp;&nbsp; 170655 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | 199 | &nbsp;&nbsp; 191767 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | 149 | &nbsp;&nbsp; 140458 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | 185 | &nbsp;&nbsp; 185302 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | 120 | &nbsp;&nbsp; 123773 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 | 150 | &nbsp;&nbsp; 149720 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 | 100 | &nbsp;&nbsp; 99692 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | 185 | &nbsp;&nbsp; 185992 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | 53 | &nbsp;&nbsp; 55296 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | 50 | &nbsp;&nbsp; 50069 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | 100 | &nbsp;&nbsp; 91030 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | 142 | &nbsp;&nbsp; 122720 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | 171 | &nbsp;&nbsp; 154336 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | 150 | &nbsp;&nbsp; 138590 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | 139 | &nbsp;&nbsp; 124269 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | 150 | &nbsp;&nbsp; 120811 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | 171 | &nbsp;&nbsp; 148966 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | 192 | &nbsp;&nbsp; 152606 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | 75 | &nbsp;&nbsp; 54240 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | 121 | &nbsp;&nbsp; 78866 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | 154 | &nbsp;&nbsp; 101745 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | 100 | &nbsp;&nbsp; 87701 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55<sup>(a)</sup> | 160 | &nbsp;&nbsp; 153909 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | 150 | &nbsp;&nbsp; 108336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.83%), 5.38%, <br> 02/15/78<sup>(c)</sup><br>| 171 | &nbsp;&nbsp; 169346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, (3-mo. CME Term SOFR + 3.29%), <br> 5.25%, 08/16/77<sup>(c)</sup><br>| 130 | &nbsp;&nbsp; 128841 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | 100 | &nbsp;&nbsp; 100307 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99698 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | 75 | &nbsp;&nbsp; 74466 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | 120 | &nbsp;&nbsp; 121493 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | 50 | &nbsp;&nbsp; 45995 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36<sup>(a)</sup> | 125 | &nbsp;&nbsp; 126853 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 76936 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54<sup>(a)</sup> | 155 | &nbsp;&nbsp; 150955 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | 70 | &nbsp;&nbsp; 71080 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | 55 | &nbsp;&nbsp; 54330 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | 50 | &nbsp;&nbsp; 51155 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 39 | &nbsp;&nbsp; 38909 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 70 | &nbsp;&nbsp; 70416 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | 79 | &nbsp;&nbsp; 84520 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | 150 | &nbsp;&nbsp; 149210 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51547 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | 60 | &nbsp;&nbsp; 60145 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 | 200 | &nbsp;&nbsp; 198165 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | 171 | &nbsp;&nbsp; 163546 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | 171 | &nbsp;&nbsp; 157976 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 | 25 | &nbsp;&nbsp; 25133 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76357 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 | 115 | &nbsp;&nbsp; 113231 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40<sup>(a)</sup> | 189 | &nbsp;&nbsp; 185162 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Equinor ASA (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | $75 | &nbsp;&nbsp; $64963 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | 200 | &nbsp;&nbsp; 183306 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | 130 | &nbsp;&nbsp; 89403 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | 171 | &nbsp;&nbsp; 127709 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | 200 | &nbsp;&nbsp; 201662 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | 75 | &nbsp;&nbsp; 73078 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 | 150 | &nbsp;&nbsp; 152348 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29<sup>(a)</sup> | 87 | &nbsp;&nbsp; 82798 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | 189 | &nbsp;&nbsp; 183848 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | 440 | &nbsp;&nbsp; 411056 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | 87 | &nbsp;&nbsp; 69111 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | 206 | &nbsp;&nbsp; 186406 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | 50 | &nbsp;&nbsp; 38656 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | 271 | &nbsp;&nbsp; 223382 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | 207 | &nbsp;&nbsp; 139676 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50<sup>(a)</sup> | 383 | &nbsp;&nbsp; 318464 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | 340 | &nbsp;&nbsp; 242175 |
| Helmerich & Payne, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/27 | 25 | &nbsp;&nbsp; 25025 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49996 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/29/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 89188 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | 50 | &nbsp;&nbsp; 49153 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | 75 | &nbsp;&nbsp; 75044 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | 171 | &nbsp;&nbsp; 194811 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | 96 | &nbsp;&nbsp; 97530 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47<sup>(a)</sup> | 171 | &nbsp;&nbsp; 172492 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 | 100 | &nbsp;&nbsp; 99992 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 | 50 | &nbsp;&nbsp; 48907 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25544 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 | 90 | &nbsp;&nbsp; 90205 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/35 | 25 | &nbsp;&nbsp; 25813 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | 171 | &nbsp;&nbsp; 177326 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | 74 | &nbsp;&nbsp; 80142 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | 214 | &nbsp;&nbsp; 238903 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | 87 | &nbsp;&nbsp; 91571 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | 50 | &nbsp;&nbsp; 48427 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | 75 | &nbsp;&nbsp; 67598 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | 50 | &nbsp;&nbsp; 43758 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | 87 | &nbsp;&nbsp; 77980 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | 130 | &nbsp;&nbsp; 122783 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | 87 | &nbsp;&nbsp; 80837 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | 257 | &nbsp;&nbsp; 256673 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | 180 | &nbsp;&nbsp; 182713 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | 60 | &nbsp;&nbsp; 61221 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 | 125 | &nbsp;&nbsp; 127892 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | 155 | &nbsp;&nbsp; 137148 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | 171 | &nbsp;&nbsp; 196069 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | 100 | &nbsp;&nbsp; 99189 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33<sup>(a)</sup> | 260 | &nbsp;&nbsp; 264302 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102273 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | 87 | &nbsp;&nbsp; 87670 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | 214 | &nbsp;&nbsp; 204119 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | 75 | &nbsp;&nbsp; 66834 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | 64 | &nbsp;&nbsp; 57760 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | 100 | &nbsp;&nbsp; 64948 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | 191 | &nbsp;&nbsp; 131923 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Kinder Morgan, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | $50 | &nbsp;&nbsp; $46158 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54<sup>(a)</sup> | 90 | &nbsp;&nbsp; 89290 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | 71 | &nbsp;&nbsp; 70172 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 | 50 | &nbsp;&nbsp; 50999 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51330 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | 150 | &nbsp;&nbsp; 159662 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | 137 | &nbsp;&nbsp; 116478 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | 50 | &nbsp;&nbsp; 39666 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54<sup>(a)</sup> | 75 | &nbsp;&nbsp; 62849 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | 200 | &nbsp;&nbsp; 199414 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 171 | &nbsp;&nbsp; 169622 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | 25 | &nbsp;&nbsp; 25208 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | 153 | &nbsp;&nbsp; 141024 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | 90 | &nbsp;&nbsp; 90206 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32<sup>(a)</sup> | 340 | &nbsp;&nbsp; 338459 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | 75 | &nbsp;&nbsp; 74450 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | 55 | &nbsp;&nbsp; 54691 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 | 175 | &nbsp;&nbsp; 176801 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/35 | 100 | &nbsp;&nbsp; 99899 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 | 200 | &nbsp;&nbsp; 199106 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/36 | 75 | &nbsp;&nbsp; 73927 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | 200 | &nbsp;&nbsp; 179725 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | 75 | &nbsp;&nbsp; 66262 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | 87 | &nbsp;&nbsp; 76318 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | 150 | &nbsp;&nbsp; 121920 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | 121 | &nbsp;&nbsp; 109363 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | 149 | &nbsp;&nbsp; 123694 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | 25 | &nbsp;&nbsp; 22836 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55<sup>(a)</sup> | 200 | &nbsp;&nbsp; 190442 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55<sup>(a)</sup> | 135 | &nbsp;&nbsp; 133235 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/56 | 70 | &nbsp;&nbsp; 68062 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | 100 | &nbsp;&nbsp; 80939 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | 75 | &nbsp;&nbsp; 74721 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 | 85 | &nbsp;&nbsp; 86274 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/34 | 150 | &nbsp;&nbsp; 152544 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | 500 | &nbsp;&nbsp; 534249 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | 50 | &nbsp;&nbsp; 51067 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | 200 | &nbsp;&nbsp; 207159 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54<sup>(a)</sup> | 140 | &nbsp;&nbsp; 136136 |
| ONEOK Partners LP, 6.13%, 02/01/41 | 75 | &nbsp;&nbsp; 76157 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | 100 | &nbsp;&nbsp; 99431 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/27<sup>(a)</sup> | 150 | &nbsp;&nbsp; 149611 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | 87 | &nbsp;&nbsp; 87108 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | 50 | &nbsp;&nbsp; 51334 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | 171 | &nbsp;&nbsp; 169964 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | 171 | &nbsp;&nbsp; 161249 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | 75 | &nbsp;&nbsp; 70714 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | 75 | &nbsp;&nbsp; 78057 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | 150 | &nbsp;&nbsp; 148407 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | 50 | &nbsp;&nbsp; 49595 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | 100 | &nbsp;&nbsp; 105348 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | 100 | &nbsp;&nbsp; 104862 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | 30 | &nbsp;&nbsp; 30517 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | 150 | &nbsp;&nbsp; 145904 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | 150 | &nbsp;&nbsp; 149009 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | 100 | &nbsp;&nbsp; 88680 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | 50 | &nbsp;&nbsp; 45975 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | 50 | &nbsp;&nbsp; 42881 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| ONEOK, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | $87 | &nbsp;&nbsp; $66395 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 | 50 | &nbsp;&nbsp; 45086 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | 171 | &nbsp;&nbsp; 145827 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | 140 | &nbsp;&nbsp; 105359 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | 87 | &nbsp;&nbsp; 76258 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | 120 | &nbsp;&nbsp; 98596 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49<sup>(a)</sup> | 100 | &nbsp;&nbsp; 78860 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | 79 | &nbsp;&nbsp; 55979 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | 50 | &nbsp;&nbsp; 53919 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | 150 | &nbsp;&nbsp; 153929 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54<sup>(a)</sup> | 100 | &nbsp;&nbsp; 91233 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | 150 | &nbsp;&nbsp; 147053 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | 100 | &nbsp;&nbsp; 91125 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | 60 | &nbsp;&nbsp; 61614 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | 70 | &nbsp;&nbsp; 78742 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | 80 | &nbsp;&nbsp; 87913 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | 87 | &nbsp;&nbsp; 96240 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | 40 | &nbsp;&nbsp; 42205 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34<sup>(a)</sup> | 87 | &nbsp;&nbsp; 92719 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | 50 | &nbsp;&nbsp; 53133 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53<sup>(a)</sup> | 40 | &nbsp;&nbsp; 43242 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 | 100 | &nbsp;&nbsp; 98371 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/29 | 50 | &nbsp;&nbsp; 50148 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | 75 | &nbsp;&nbsp; 74369 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | 171 | &nbsp;&nbsp; 153302 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | 133 | &nbsp;&nbsp; 128552 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | 274 | &nbsp;&nbsp; 274471 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | 214 | &nbsp;&nbsp; 185902 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | 118 | &nbsp;&nbsp; 76031 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 | 70 | &nbsp;&nbsp; 70665 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 | 65 | &nbsp;&nbsp; 62003 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76879 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | 110 | &nbsp;&nbsp; 111833 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | 100 | &nbsp;&nbsp; 98463 |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | 50 | &nbsp;&nbsp; 42110 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | 67 | &nbsp;&nbsp; 58026 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | 50 | &nbsp;&nbsp; 46639 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | 75 | &nbsp;&nbsp; 68748 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 | 206 | &nbsp;&nbsp; 185276 |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 | 100 | &nbsp;&nbsp; 90119 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 | 130 | &nbsp;&nbsp; 134225 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | 171 | &nbsp;&nbsp; 165475 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | 100 | &nbsp;&nbsp; 96357 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 | 135 | &nbsp;&nbsp; 134589 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 | 100 | &nbsp;&nbsp; 102147 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 | 120 | &nbsp;&nbsp; 120389 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | 50 | &nbsp;&nbsp; 44865 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | 130 | &nbsp;&nbsp; 109840 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45<sup>(a)</sup> | 100 | &nbsp;&nbsp; 86623 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | 171 | &nbsp;&nbsp; 170290 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | 191 | &nbsp;&nbsp; 189613 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 | 57 | &nbsp;&nbsp; 59055 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28<sup>(b)</sup> | 171 | &nbsp;&nbsp; 169497 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | 171 | &nbsp;&nbsp; 160403 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Shell Finance U.S., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | $175 | &nbsp;&nbsp; $164760 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 | 75 | &nbsp;&nbsp; 74264 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | 130 | &nbsp;&nbsp; 123258 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/06/36 | 75 | &nbsp;&nbsp; 73732 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38<sup>(b)</sup> | 275 | &nbsp;&nbsp; 302439 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40<sup>(b)</sup> | 75 | &nbsp;&nbsp; 75671 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/15/41<sup>(b)</sup> | 50 | &nbsp;&nbsp; 47818 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | 121 | &nbsp;&nbsp; 106490 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 250 | &nbsp;&nbsp; 212576 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | 414 | &nbsp;&nbsp; 328478 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | 155 | &nbsp;&nbsp; 118552 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49<sup>(b)</sup> | 112 | &nbsp;&nbsp; 74268 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(a)</sup> | 200 | &nbsp;&nbsp; 136085 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51<sup>(b)</sup> | 100 | &nbsp;&nbsp; 63605 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49095 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | 87 | &nbsp;&nbsp; 63393 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | 50 | &nbsp;&nbsp; 39430 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | 100 | &nbsp;&nbsp; 84343 |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | 100 | &nbsp;&nbsp; 100402 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | 100 | &nbsp;&nbsp; 100644 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 | 130 | &nbsp;&nbsp; 129111 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/54 | 135 | &nbsp;&nbsp; 128522 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | 100 | &nbsp;&nbsp; 99415 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | 140 | &nbsp;&nbsp; 117272 |
| Suncor Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | 87 | &nbsp;&nbsp; 95288 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 171 | &nbsp;&nbsp; 129244 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51<sup>(a)</sup> | 129 | &nbsp;&nbsp; 90463 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | 50 | &nbsp;&nbsp; 50392 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | 50 | &nbsp;&nbsp; 49791 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | 135 | &nbsp;&nbsp; 140650 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | 75 | &nbsp;&nbsp; 75634 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/31 | 40 | &nbsp;&nbsp; 39158 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | 81 | &nbsp;&nbsp; 76686 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | 50 | &nbsp;&nbsp; 52879 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | 250 | &nbsp;&nbsp; 270242 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | 100 | &nbsp;&nbsp; 100889 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 100 | &nbsp;&nbsp; 100855 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | 75 | &nbsp;&nbsp; 76102 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | 175 | &nbsp;&nbsp; 173722 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | 73 | &nbsp;&nbsp; 61028 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | 100 | &nbsp;&nbsp; 99576 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | 50 | &nbsp;&nbsp; 51291 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | 120 | &nbsp;&nbsp; 117486 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/56 | 30 | &nbsp;&nbsp; 29004 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 170900 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30<sup>(a)</sup> | 104 | &nbsp;&nbsp; 104950 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | 104 | &nbsp;&nbsp; 103836 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | 104 | &nbsp;&nbsp; 98561 |
| TC PipeLines LP, 3.90%, 05/25/27 | 78 | &nbsp;&nbsp; 77426 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 10/15/28 | 100 | &nbsp;&nbsp; 106081 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | 100 | &nbsp;&nbsp; 98218 |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | 50 | &nbsp;&nbsp; 47372 |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | 100 | &nbsp;&nbsp; 74489 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | 87 | &nbsp;&nbsp; 61523 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| TotalEnergies Capital International SA (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50<sup>(a)</sup> | $271 | &nbsp;&nbsp; $179176 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60<sup>(a)</sup> | 171 | &nbsp;&nbsp; 109800 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | 300 | &nbsp;&nbsp; 299315 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | 625 | &nbsp;&nbsp; 639190 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | 75 | &nbsp;&nbsp; 74580 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | 175 | &nbsp;&nbsp; 167989 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | 75 | &nbsp;&nbsp; 69956 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | 125 | &nbsp;&nbsp; 119947 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | 175 | &nbsp;&nbsp; 162716 |
| TotalEnergies Capital USA LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 01/13/33 | 150 | &nbsp;&nbsp; 148481 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/13/36 | 100 | &nbsp;&nbsp; 98462 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | 630 | &nbsp;&nbsp; 627165 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | 357 | &nbsp;&nbsp; 350190 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | 180 | &nbsp;&nbsp; 174197 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34<sup>(a)</sup> | 87 | &nbsp;&nbsp; 89466 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | 50 | &nbsp;&nbsp; 52033 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | 70 | &nbsp;&nbsp; 74272 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | 87 | &nbsp;&nbsp; 99140 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | 87 | &nbsp;&nbsp; 102039 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | 50 | &nbsp;&nbsp; 51824 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 | 50 | &nbsp;&nbsp; 46183 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/48<sup>(a)</sup> | 100 | &nbsp;&nbsp; 87910 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92272 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | 130 | &nbsp;&nbsp; 129067 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | 50 | &nbsp;&nbsp; 47529 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36<sup>(a)(b)</sup> | 125 | &nbsp;&nbsp; 123897 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | 87 | &nbsp;&nbsp; 74529 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | 87 | &nbsp;&nbsp; 65348 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/56<sup>(b)</sup> | 30 | &nbsp;&nbsp; 29284 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | 191 | &nbsp;&nbsp; 185170 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 131 | &nbsp;&nbsp; 131046 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | 100 | &nbsp;&nbsp; 98748 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/30 | 50 | &nbsp;&nbsp; 51090 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/01/31 | 50 | &nbsp;&nbsp; 45045 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/10/36 | 70 | &nbsp;&nbsp; 69004 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | 75 | &nbsp;&nbsp; 82088 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | 87 | &nbsp;&nbsp; 76265 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | 175 | &nbsp;&nbsp; 118785 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | 51 | &nbsp;&nbsp; 37050 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | 87 | &nbsp;&nbsp; 87018 |
| Viper Energy Partners LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 | 50 | &nbsp;&nbsp; 49967 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 | 110 | &nbsp;&nbsp; 110859 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | 25 | &nbsp;&nbsp; 25014 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | 75 | &nbsp;&nbsp; 75221 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | 120 | &nbsp;&nbsp; 116529 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/31 | 50 | &nbsp;&nbsp; 49460 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | 200 | &nbsp;&nbsp; 208736 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | 50 | &nbsp;&nbsp; 49511 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/35 | 30 | &nbsp;&nbsp; 29503 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | 200 | &nbsp;&nbsp; 177918 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | 50 | &nbsp;&nbsp; 42262 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | 100 | &nbsp;&nbsp; 84342 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | 130 | &nbsp;&nbsp; $129016 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 | 200 | &nbsp;&nbsp; 204206 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | 150 | &nbsp;&nbsp; 151761 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 25 | &nbsp;&nbsp; 25227 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30<sup>(a)</sup> | 90 | &nbsp;&nbsp; 89918 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/30<sup>(a)</sup> | 200 | &nbsp;&nbsp; 190071 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | 211 | &nbsp;&nbsp; 191004 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | 250 | &nbsp;&nbsp; 247017 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | 125 | &nbsp;&nbsp; 129093 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | 150 | &nbsp;&nbsp; 150192 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | 150 | &nbsp;&nbsp; 153293 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | 100 | &nbsp;&nbsp; 99907 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 125 | &nbsp;&nbsp; 123139 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | 87 | &nbsp;&nbsp; 92073 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | 171 | &nbsp;&nbsp; 159037 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | 75 | &nbsp;&nbsp; 72902 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | 50 | &nbsp;&nbsp; 43737 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | 155 | &nbsp;&nbsp; 140194 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | 87 | &nbsp;&nbsp; 74224 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | 75 | &nbsp;&nbsp; 50989 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | 130 | &nbsp;&nbsp; 116957 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | 100 | &nbsp;&nbsp; 96226 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | 25 | &nbsp;&nbsp; 24774 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/56<sup>(a)</sup> | 115 | &nbsp;&nbsp; 113181 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | 50 | &nbsp;&nbsp; 50397 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | 150 | &nbsp;&nbsp; 153172 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/19/32 | 50 | &nbsp;&nbsp; 51822 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | 150 | &nbsp;&nbsp; 147640 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | 150 | &nbsp;&nbsp; 156316 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/12/54 | 100 | &nbsp;&nbsp; 94122 |
|  |  | &nbsp;&nbsp; 62167780 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Airlines 2025-1 Class A Pass Through <br> Trust, Series 2025-1, Class A, 4.90%, 11/11/39<br>| 150 | &nbsp;&nbsp; 145950 |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, 03/22/29<sup>(a)</sup> | 53 | &nbsp;&nbsp; 51989 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29 | 51 | &nbsp;&nbsp; 49543 |
| &nbsp;&nbsp;&nbsp; Series 2017-1, Class AA, 3.65%, 02/15/29 | 57 | &nbsp;&nbsp; 55175 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33<sup>(a)</sup> | 115 | &nbsp;&nbsp; 107390 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, 2.88%, 01/11/36<sup>(a)</sup> | 139 | &nbsp;&nbsp; 124118 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines 2020-1 Class AA Pass Through Trust, <br> Series 2020-1, Class AA, 2.00%, 12/10/29<br>| 33 | &nbsp;&nbsp; 32449 |
| Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 | 200 | &nbsp;&nbsp; 200736 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 | 50 | &nbsp;&nbsp; 48129 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 | 100 | &nbsp;&nbsp; 100658 |
| JetBlue Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, 4.00%, 05/15/34 | 34 | &nbsp;&nbsp; 31870 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 11/15/33 | 117 | &nbsp;&nbsp; 103308 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | 213 | &nbsp;&nbsp; 213684 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 | 75 | &nbsp;&nbsp; 74028 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | 141 | &nbsp;&nbsp; 129014 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/35 | 75 | &nbsp;&nbsp; 70395 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 01/07/30 | 48 | &nbsp;&nbsp; 46718 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 4.15%, 02/25/33<sup>(a)</sup> | 107 | &nbsp;&nbsp; 104645 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33<sup>(a)</sup> | 169 | &nbsp;&nbsp; 155283 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101631 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Passenger Airlines (continued)** | **Passenger Airlines (continued)** | **Passenger Airlines (continued)** |
| United Airlines Pass-Through Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A, 5.80%, 07/15/37<sup>(a)</sup> | 113 | &nbsp;&nbsp; $116224 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A, 5.88%, 08/15/38<sup>(a)</sup> | 23 | &nbsp;&nbsp; 24139 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class AA, 5.45%, 08/15/38<sup>(a)</sup> | 70 | &nbsp;&nbsp; 71816 |
|  |  | &nbsp;&nbsp; 2158892 |
| **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | 115 | &nbsp;&nbsp; 113750 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | 20 | &nbsp;&nbsp; 20268 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30<sup>(a)</sup> | 45 | &nbsp;&nbsp; 45036 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32<sup>(a)</sup> | 65 | &nbsp;&nbsp; 61010 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33<sup>(a)</sup> | 20 | &nbsp;&nbsp; 20203 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | 50 | &nbsp;&nbsp; 41838 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | 130 | &nbsp;&nbsp; 100565 |
| Estee Lauder Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | 50 | &nbsp;&nbsp; 50051 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | 69 | &nbsp;&nbsp; 64239 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30<sup>(a)</sup> | 87 | &nbsp;&nbsp; 80707 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | 100 | &nbsp;&nbsp; 98305 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24878 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | 50 | &nbsp;&nbsp; 40808 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | 87 | &nbsp;&nbsp; 67107 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | 119 | &nbsp;&nbsp; 75459 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | 100 | &nbsp;&nbsp; 86929 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 | 265 | &nbsp;&nbsp; 257843 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | 338 | &nbsp;&nbsp; 317601 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/24/52<sup>(a)</sup> | 250 | &nbsp;&nbsp; 191566 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | 120 | &nbsp;&nbsp; 121831 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30<sup>(a)</sup> | 90 | &nbsp;&nbsp; 91622 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | 50 | &nbsp;&nbsp; 50533 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 | 160 | &nbsp;&nbsp; 161288 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43 | 70 | &nbsp;&nbsp; 66110 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(a)</sup> | 185 | &nbsp;&nbsp; 167279 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | 105 | &nbsp;&nbsp; 94039 |
| Procter & Gamble Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | 87 | &nbsp;&nbsp; 85784 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 | 100 | &nbsp;&nbsp; 100142 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29 | 50 | &nbsp;&nbsp; 50513 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50285 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | 171 | &nbsp;&nbsp; 163668 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | 75 | &nbsp;&nbsp; 74692 |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | 275 | &nbsp;&nbsp; 240692 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 153410 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 90479 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | 50 | &nbsp;&nbsp; 49193 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/26/33 | 100 | &nbsp;&nbsp; 98478 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | 50 | &nbsp;&nbsp; 50101 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/24/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50094 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74664 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48480 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40<sup>(a)</sup> | 87 | &nbsp;&nbsp; 74099 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50<sup>(a)</sup> | 171 | &nbsp;&nbsp; 128798 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | 260 | &nbsp;&nbsp; 257041 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | 150 | &nbsp;&nbsp; 148455 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | 100 | &nbsp;&nbsp; 101691 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | 174 | &nbsp;&nbsp; 162819 |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | 100 | &nbsp;&nbsp; 88485 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31<sup>(a)</sup> | 174 | &nbsp;&nbsp; 152337 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 | 100 | &nbsp;&nbsp; 102238 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Unilever Capital Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | 200 | &nbsp;&nbsp; $197660 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | 100 | &nbsp;&nbsp; 60548 |
|  |  | &nbsp;&nbsp; 5365711 |
| **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.78%, 03/03/28 | 95 | &nbsp;&nbsp; 94361 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | 150 | &nbsp;&nbsp; 151365 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | 327 | &nbsp;&nbsp; 327904 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | 275 | &nbsp;&nbsp; 279418 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | 650 | &nbsp;&nbsp; 626643 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | 150 | &nbsp;&nbsp; 152992 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/31 | 70 | &nbsp;&nbsp; 68984 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31 | 220 | &nbsp;&nbsp; 224739 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/33 | 150 | &nbsp;&nbsp; 147252 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34<sup>(a)</sup> | 331 | &nbsp;&nbsp; 335950 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | 210 | &nbsp;&nbsp; 203897 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | 155 | &nbsp;&nbsp; 157738 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | 299 | &nbsp;&nbsp; 289160 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/36 | 80 | &nbsp;&nbsp; 78490 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | 120 | &nbsp;&nbsp; 113366 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | 483 | &nbsp;&nbsp; 423941 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | 200 | &nbsp;&nbsp; 179876 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | 240 | &nbsp;&nbsp; 210810 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | 70 | &nbsp;&nbsp; 68134 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | 214 | &nbsp;&nbsp; 194507 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | 116 | &nbsp;&nbsp; 103714 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | 427 | &nbsp;&nbsp; 380812 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | 214 | &nbsp;&nbsp; 183698 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | 171 | &nbsp;&nbsp; 153334 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | 650 | &nbsp;&nbsp; 527626 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54<sup>(a)</sup> | 330 | &nbsp;&nbsp; 315103 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | 85 | &nbsp;&nbsp; 83732 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/56 | 35 | &nbsp;&nbsp; 34230 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | 135 | &nbsp;&nbsp; 128734 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/66 | 130 | &nbsp;&nbsp; 126598 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | 100 | &nbsp;&nbsp; 101534 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28<sup>(a)</sup> | 149 | &nbsp;&nbsp; 141796 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 250 | &nbsp;&nbsp; 254314 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | 50 | &nbsp;&nbsp; 51038 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102107 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/02/31 | 45 | &nbsp;&nbsp; 44218 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | 80 | &nbsp;&nbsp; 71994 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/02/33 | 50 | &nbsp;&nbsp; 48996 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | 100 | &nbsp;&nbsp; 101745 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | 200 | &nbsp;&nbsp; 202940 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/02/36 | 50 | &nbsp;&nbsp; 49000 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | 87 | &nbsp;&nbsp; 86156 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | 257 | &nbsp;&nbsp; 256398 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | 189 | &nbsp;&nbsp; 166783 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | 275 | &nbsp;&nbsp; 307335 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | 100 | &nbsp;&nbsp; 84120 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | 163 | &nbsp;&nbsp; 140788 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | 105 | &nbsp;&nbsp; 89319 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | 100 | &nbsp;&nbsp; 66196 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 | 279 | &nbsp;&nbsp; 276703 |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 | 95 | &nbsp;&nbsp; 95454 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 | 100 | &nbsp;&nbsp; 101115 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 | 82 | &nbsp;&nbsp; 76464 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Becton Dickinson & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 | $185 | &nbsp;&nbsp; $163127 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/22/32<sup>(a)</sup> | 80 | &nbsp;&nbsp; 77542 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 | 60 | &nbsp;&nbsp; 60373 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | 67 | &nbsp;&nbsp; 48442 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 | 175 | &nbsp;&nbsp; 167173 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/15/27<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24774 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/22/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 102120 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | 249 | &nbsp;&nbsp; 242541 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 | 180 | &nbsp;&nbsp; 158275 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 105597 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/22/31 | 235 | &nbsp;&nbsp; 241567 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | 230 | &nbsp;&nbsp; 210807 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 37 | &nbsp;&nbsp; 39659 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34<sup>(a)</sup> | 305 | &nbsp;&nbsp; 312689 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | 287 | &nbsp;&nbsp; 255637 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | 100 | &nbsp;&nbsp; 69730 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | 75 | &nbsp;&nbsp; 59247 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | 30 | &nbsp;&nbsp; 29424 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | 250 | &nbsp;&nbsp; 219327 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | 170 | &nbsp;&nbsp; 155901 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | 140 | &nbsp;&nbsp; 115414 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | 135 | &nbsp;&nbsp; 114182 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | 450 | &nbsp;&nbsp; 361381 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | 100 | &nbsp;&nbsp; 58443 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | 257 | &nbsp;&nbsp; 185295 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54 | 380 | &nbsp;&nbsp; 365904 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | 121 | &nbsp;&nbsp; 85684 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/22/64<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48444 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | 125 | &nbsp;&nbsp; 123520 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | 25 | &nbsp;&nbsp; 25434 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 85 | &nbsp;&nbsp; 86278 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | 100 | &nbsp;&nbsp; 99472 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | 138 | &nbsp;&nbsp; 139270 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49507 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | 50 | &nbsp;&nbsp; 43107 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | 200 | &nbsp;&nbsp; 176347 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | 87 | &nbsp;&nbsp; 70566 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | 25 | &nbsp;&nbsp; 24422 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | 130 | &nbsp;&nbsp; 128034 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | 25 | &nbsp;&nbsp; 25087 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/13/29 | 50 | &nbsp;&nbsp; 49304 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76023 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30<sup>(a)</sup> | 71 | &nbsp;&nbsp; 66225 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | 137 | &nbsp;&nbsp; 124935 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/13/33 | 30 | &nbsp;&nbsp; 29497 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 50 | &nbsp;&nbsp; 50417 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100714 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/13/36 | 75 | &nbsp;&nbsp; 73481 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | 87 | &nbsp;&nbsp; 72201 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47<sup>(a)</sup> | 50 | &nbsp;&nbsp; 41248 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/13/56 | 35 | &nbsp;&nbsp; 34253 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | 87 | &nbsp;&nbsp; 86253 |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | 282 | &nbsp;&nbsp; 270202 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | 445 | &nbsp;&nbsp; 443423 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 | 100 | &nbsp;&nbsp; 101300 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29<sup>(a)</sup> | 125 | &nbsp;&nbsp; 127966 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | 191 | &nbsp;&nbsp; 183027 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | 180 | &nbsp;&nbsp; 182524 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| CVS Health Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | $298 | &nbsp;&nbsp; $287952 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 | 353 | &nbsp;&nbsp; 311377 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76644 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/31<sup>(a)</sup> | 212 | &nbsp;&nbsp; 185091 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 | 125 | &nbsp;&nbsp; 128965 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | 129 | &nbsp;&nbsp; 111854 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 | 75 | &nbsp;&nbsp; 75060 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | 180 | &nbsp;&nbsp; 182057 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | 100 | &nbsp;&nbsp; 100791 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 | 125 | &nbsp;&nbsp; 128462 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | 171 | &nbsp;&nbsp; 164502 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | 200 | &nbsp;&nbsp; 200778 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | 627 | &nbsp;&nbsp; 577804 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | 140 | &nbsp;&nbsp; 116862 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | 50 | &nbsp;&nbsp; 35172 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | 150 | &nbsp;&nbsp; 136438 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | 75 | &nbsp;&nbsp; 73839 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | 369 | &nbsp;&nbsp; 323891 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | 650 | &nbsp;&nbsp; 557702 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50<sup>(a)</sup> | 104 | &nbsp;&nbsp; 78968 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | 130 | &nbsp;&nbsp; 119118 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53<sup>(a)</sup> | 150 | &nbsp;&nbsp; 142032 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54<sup>(a)</sup> | 125 | &nbsp;&nbsp; 121265 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | 125 | &nbsp;&nbsp; 123813 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63<sup>(a)</sup> | 100 | &nbsp;&nbsp; 94864 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/65 | 65 | &nbsp;&nbsp; 63434 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | 130 | &nbsp;&nbsp; 128705 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | 75 | &nbsp;&nbsp; 75094 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75604 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 120 | &nbsp;&nbsp; 119867 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | 100 | &nbsp;&nbsp; 100999 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29<sup>(a)</sup> | 171 | &nbsp;&nbsp; 167621 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | 165 | &nbsp;&nbsp; 165156 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | 75 | &nbsp;&nbsp; 76359 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31<sup>(a)</sup> | 125 | &nbsp;&nbsp; 124402 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76667 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | 105 | &nbsp;&nbsp; 105049 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | 75 | &nbsp;&nbsp; 75536 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | 300 | &nbsp;&nbsp; 299509 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | 195 | &nbsp;&nbsp; 193027 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | 175 | &nbsp;&nbsp; 178559 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 124940 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | 171 | &nbsp;&nbsp; 133804 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | 100 | &nbsp;&nbsp; 78485 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | 200 | &nbsp;&nbsp; 112723 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | 145 | &nbsp;&nbsp; 129538 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | 170 | &nbsp;&nbsp; 154848 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | 135 | &nbsp;&nbsp; 123868 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | 90 | &nbsp;&nbsp; 88217 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55<sup>(a)</sup> | 130 | &nbsp;&nbsp; 128328 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | 100 | &nbsp;&nbsp; 77597 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | 104 | &nbsp;&nbsp; 55131 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | 100 | &nbsp;&nbsp; 87783 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | 200 | &nbsp;&nbsp; 179905 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | 75 | &nbsp;&nbsp; 68182 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65<sup>(a)</sup> | 80 | &nbsp;&nbsp; 78294 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | 110 | &nbsp;&nbsp; 108042 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | 171 | &nbsp;&nbsp; 166427 |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | 171 | &nbsp;&nbsp; 170129 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | 100 | &nbsp;&nbsp; 100622 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | $87 | &nbsp;&nbsp; $90387 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 149408 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | 200 | &nbsp;&nbsp; 221344 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | 104 | &nbsp;&nbsp; 90005 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | 175 | &nbsp;&nbsp; 168250 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28<sup>(a)</sup> | 171 | &nbsp;&nbsp; 168027 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | 60 | &nbsp;&nbsp; 60698 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | 100 | &nbsp;&nbsp; 102502 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | 125 | &nbsp;&nbsp; 127756 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 | 200 | &nbsp;&nbsp; 177583 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 103327 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 77128 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | 87 | &nbsp;&nbsp; 87152 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34 | 100 | &nbsp;&nbsp; 103536 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35<sup>(a)</sup> | 135 | &nbsp;&nbsp; 138982 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | 330 | &nbsp;&nbsp; 300868 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | 87 | &nbsp;&nbsp; 78149 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | 200 | &nbsp;&nbsp; 219575 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | 150 | &nbsp;&nbsp; 130038 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | 200 | &nbsp;&nbsp; 139428 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | 159 | &nbsp;&nbsp; 150029 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43<sup>(a)</sup> | 130 | &nbsp;&nbsp; 119852 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | 137 | &nbsp;&nbsp; 108842 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | 214 | &nbsp;&nbsp; 161589 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50<sup>(a)</sup> | 100 | &nbsp;&nbsp; 57925 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(a)</sup> | 115 | &nbsp;&nbsp; 113751 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60<sup>(a)</sup> | 107 | &nbsp;&nbsp; 57345 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | 100 | &nbsp;&nbsp; 99436 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | 25 | &nbsp;&nbsp; 24918 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | 75 | &nbsp;&nbsp; 75453 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76178 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | 125 | &nbsp;&nbsp; 127371 |
| Mead Johnson Nutrition Co., 4.60%, 06/01/44 | 87 | &nbsp;&nbsp; 75117 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | 160 | &nbsp;&nbsp; 155803 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27 | 100 | &nbsp;&nbsp; 99872 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28<sup>(a)</sup> | 45 | &nbsp;&nbsp; 45053 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28<sup>(a)</sup> | 65 | &nbsp;&nbsp; 61543 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | 500 | &nbsp;&nbsp; 490331 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/29 | 45 | &nbsp;&nbsp; 44673 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | 80 | &nbsp;&nbsp; 79880 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | 257 | &nbsp;&nbsp; 228899 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 | 100 | &nbsp;&nbsp; 99426 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/31 | 75 | &nbsp;&nbsp; 74162 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | 300 | &nbsp;&nbsp; 265591 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100273 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/04/32 | 135 | &nbsp;&nbsp; 134076 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | 170 | &nbsp;&nbsp; 169505 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | 200 | &nbsp;&nbsp; 200378 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/04/35 | 195 | &nbsp;&nbsp; 191341 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | 300 | &nbsp;&nbsp; 337520 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | 87 | &nbsp;&nbsp; 76275 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | 100 | &nbsp;&nbsp; 70898 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | 130 | &nbsp;&nbsp; 109772 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | 60 | &nbsp;&nbsp; 55041 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | 160 | &nbsp;&nbsp; 124515 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/46 | 60 | &nbsp;&nbsp; 58780 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | 171 | &nbsp;&nbsp; 133890 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | 171 | &nbsp;&nbsp; 99002 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | 200 | &nbsp;&nbsp; 121647 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Merck & Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | $195 | &nbsp;&nbsp; $175735 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | 100 | &nbsp;&nbsp; 99226 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/04/55 | 190 | &nbsp;&nbsp; 184509 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | 171 | &nbsp;&nbsp; 97608 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | 135 | &nbsp;&nbsp; 121105 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/04/65 | 125 | &nbsp;&nbsp; 121444 |
| Merck Sharp & Dohme Corp., 5.75%, 11/15/36 | 130 | &nbsp;&nbsp; 138698 |
| Mylan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | 140 | &nbsp;&nbsp; 139280 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | 87 | &nbsp;&nbsp; 73592 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | 96 | &nbsp;&nbsp; 75992 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | 127 | &nbsp;&nbsp; 125819 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 | 75 | &nbsp;&nbsp; 74632 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/16/29<sup>(a)</sup> | 90 | &nbsp;&nbsp; 89892 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | 125 | &nbsp;&nbsp; 123377 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | 171 | &nbsp;&nbsp; 156546 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 | 205 | &nbsp;&nbsp; 202716 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/18/31 | 105 | &nbsp;&nbsp; 104977 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | 75 | &nbsp;&nbsp; 73887 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/05/32 | 75 | &nbsp;&nbsp; 73909 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/18/33 | 160 | &nbsp;&nbsp; 159320 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34<sup>(a)</sup> | 145 | &nbsp;&nbsp; 140206 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 | 105 | &nbsp;&nbsp; 102891 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/18/36 | 175 | &nbsp;&nbsp; 174581 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | 50 | &nbsp;&nbsp; 40576 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | 214 | &nbsp;&nbsp; 187590 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/05/45<sup>(a)</sup> | 40 | &nbsp;&nbsp; 38268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | 130 | &nbsp;&nbsp; 106767 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/18/46 | 90 | &nbsp;&nbsp; 90150 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50<sup>(a)</sup> | 90 | &nbsp;&nbsp; 56568 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | 95 | &nbsp;&nbsp; 82991 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55<sup>(a)</sup> | 40 | &nbsp;&nbsp; 38228 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/18/56 | 45 | &nbsp;&nbsp; 45321 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | 390 | &nbsp;&nbsp; 392315 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | 400 | &nbsp;&nbsp; 403035 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | 605 | &nbsp;&nbsp; 602695 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | 350 | &nbsp;&nbsp; 330259 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | 730 | &nbsp;&nbsp; 678440 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | 515 | &nbsp;&nbsp; 467788 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | 70 | &nbsp;&nbsp; 69848 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28<sup>(a)</sup> | 91 | &nbsp;&nbsp; 90109 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | 240 | &nbsp;&nbsp; 235924 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | 171 | &nbsp;&nbsp; 160113 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | 142 | &nbsp;&nbsp; 127659 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | 120 | &nbsp;&nbsp; 119166 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/18/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 149317 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 | 125 | &nbsp;&nbsp; 123974 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | 125 | &nbsp;&nbsp; 123752 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36<sup>(a)</sup> | 137 | &nbsp;&nbsp; 126175 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | 171 | &nbsp;&nbsp; 154276 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | 87 | &nbsp;&nbsp; 75679 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | 284 | &nbsp;&nbsp; 331986 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | 86 | &nbsp;&nbsp; 62341 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | 100 | &nbsp;&nbsp; 102444 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | 87 | &nbsp;&nbsp; 74250 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | 137 | &nbsp;&nbsp; 118875 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | 227 | &nbsp;&nbsp; 182782 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | 87 | &nbsp;&nbsp; 70123 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | 171 | &nbsp;&nbsp; 133435 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Pfizer, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50<sup>(a)</sup> | 140 | &nbsp;&nbsp; $85866 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/55<sup>(a)</sup> | 50 | &nbsp;&nbsp; 48986 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/65 | 50 | &nbsp;&nbsp; 48275 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/03/27 | 50 | &nbsp;&nbsp; 49807 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 | 141 | &nbsp;&nbsp; 139491 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 | 50 | &nbsp;&nbsp; 49652 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/32 | 100 | &nbsp;&nbsp; 98160 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | 200 | &nbsp;&nbsp; 202579 |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 | 200 | &nbsp;&nbsp; 181721 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/05/34 | 200 | &nbsp;&nbsp; 202271 |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | 200 | &nbsp;&nbsp; 150403 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/44 | 200 | &nbsp;&nbsp; 196368 |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | 200 | &nbsp;&nbsp; 131433 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | 250 | &nbsp;&nbsp; 156730 |
| Takeda U.S. Financing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/07/35 | 200 | &nbsp;&nbsp; 200015 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/07/55 | 200 | &nbsp;&nbsp; 199065 |
| Utah Acquisition Sub, Inc., 5.25%, 06/15/46 | 87 | &nbsp;&nbsp; 69892 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 | 171 | &nbsp;&nbsp; 165811 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 200 | &nbsp;&nbsp; 181200 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | 171 | &nbsp;&nbsp; 129784 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | 250 | &nbsp;&nbsp; 163852 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/34 | 87 | &nbsp;&nbsp; 96100 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | 87 | &nbsp;&nbsp; 92222 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | 25 | &nbsp;&nbsp; 24577 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | 50 | &nbsp;&nbsp; 49845 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | 171 | &nbsp;&nbsp; 169406 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 71 | &nbsp;&nbsp; 64489 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35<sup>(a)</sup> | 150 | &nbsp;&nbsp; 148779 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | 71 | &nbsp;&nbsp; 63312 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | 87 | &nbsp;&nbsp; 68206 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48<sup>(a)</sup> | 87 | &nbsp;&nbsp; 72990 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50<sup>(a)</sup> | 71 | &nbsp;&nbsp; 45711 |
|  |  | &nbsp;&nbsp; 45494363 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | 100 | &nbsp;&nbsp; 100201 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | 107 | &nbsp;&nbsp; 95603 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | 50 | &nbsp;&nbsp; 49306 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | 25 | &nbsp;&nbsp; 26025 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | 50 | &nbsp;&nbsp; 50460 |
| Jones Lang LaSalle, Inc., 6.88%, 12/01/28 | 25 | &nbsp;&nbsp; 26395 |
|  |  | &nbsp;&nbsp; 347990 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| Essential Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 | 41 | &nbsp;&nbsp; 36932 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/01/35 | 25 | &nbsp;&nbsp; 24575 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 | 25 | &nbsp;&nbsp; 24719 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/31<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24849 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | 50 | &nbsp;&nbsp; 51453 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | 50 | &nbsp;&nbsp; 50760 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50<sup>(a)</sup> | 171 | &nbsp;&nbsp; 109001 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | 82 | &nbsp;&nbsp; 50436 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | 87 | &nbsp;&nbsp; 86572 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Residential REITs (continued)** | **Residential REITs (continued)** | **Residential REITs (continued)** |
| Realty Income Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | 87 | &nbsp;&nbsp; $85547 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | 50 | &nbsp;&nbsp; 49412 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 | 75 | &nbsp;&nbsp; 71610 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 | 40 | &nbsp;&nbsp; 40225 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | 50 | &nbsp;&nbsp; 49421 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | 50 | &nbsp;&nbsp; 50489 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | 48 | &nbsp;&nbsp; 46167 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 | 75 | &nbsp;&nbsp; 74161 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | 87 | &nbsp;&nbsp; 82870 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | 87 | &nbsp;&nbsp; 83429 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | 116 | &nbsp;&nbsp; 109075 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/32 | 50 | &nbsp;&nbsp; 44633 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | 90 | &nbsp;&nbsp; 93843 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | 100 | &nbsp;&nbsp; 88693 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 | 50 | &nbsp;&nbsp; 48744 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | 72 | &nbsp;&nbsp; 59378 |
| &nbsp;&nbsp;&nbsp; 04/15/33<sup>(e)</sup> | 35 | &nbsp;&nbsp; 34524 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33<sup>(a)</sup> | 60 | &nbsp;&nbsp; 59839 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | 50 | &nbsp;&nbsp; 50336 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | 100 | &nbsp;&nbsp; 100028 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | 100 | &nbsp;&nbsp; 86060 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | 50 | &nbsp;&nbsp; 47528 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 | 75 | &nbsp;&nbsp; 74200 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30 | 50 | &nbsp;&nbsp; 50230 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/11/31<sup>(b)</sup> | 25 | &nbsp;&nbsp; 24782 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 | 87 | &nbsp;&nbsp; 75706 |
| Tanger Properties LP, 3.88%, 07/15/27<sup>(a)</sup> | 171 | &nbsp;&nbsp; 169600 |
|  |  | &nbsp;&nbsp; 2309827 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27<sup>(a)</sup> | 130 | &nbsp;&nbsp; 128662 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 | 50 | &nbsp;&nbsp; 47830 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | 187 | &nbsp;&nbsp; 175181 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | 171 | &nbsp;&nbsp; 158802 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | 45 | &nbsp;&nbsp; 44745 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | 50 | &nbsp;&nbsp; 49277 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | 121 | &nbsp;&nbsp; 105818 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | 200 | &nbsp;&nbsp; 178314 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | 100 | &nbsp;&nbsp; 103553 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 | 200 | &nbsp;&nbsp; 215014 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | 105 | &nbsp;&nbsp; 102746 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | 75 | &nbsp;&nbsp; 75118 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | 74 | &nbsp;&nbsp; 67030 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | 87 | &nbsp;&nbsp; 71605 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | 87 | &nbsp;&nbsp; 70554 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(a)</sup> | 114 | &nbsp;&nbsp; 76390 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | 50 | &nbsp;&nbsp; 36836 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99673 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | 35 | &nbsp;&nbsp; 38346 |
|  |  | &nbsp;&nbsp; 1845494 |
| **Semiconductors & Semiconductor Equipment — 0.6%** | **Semiconductors & Semiconductor Equipment — 0.6%** | **Semiconductors & Semiconductor Equipment — 0.6%** |
| Advanced Micro Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | 50 | &nbsp;&nbsp; 50316 |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 | 75 | &nbsp;&nbsp; 73139 |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52<sup>(a)</sup> | 85 | &nbsp;&nbsp; 70489 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 | 25 | &nbsp;&nbsp; 24786 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | 75 | &nbsp;&nbsp; 75119 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | 130 | &nbsp;&nbsp; 122321 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | 50 | &nbsp;&nbsp; 50158 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Analog Devices, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | $125 | &nbsp;&nbsp; $110285 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | 50 | &nbsp;&nbsp; 51008 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | 149 | &nbsp;&nbsp; 106823 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51<sup>(a)</sup> | 165 | &nbsp;&nbsp; 104833 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | 50 | &nbsp;&nbsp; 47455 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | 171 | &nbsp;&nbsp; 169560 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | 85 | &nbsp;&nbsp; 86515 |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | 72 | &nbsp;&nbsp; 64804 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | 50 | &nbsp;&nbsp; 49024 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 | 100 | &nbsp;&nbsp; 97139 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | 75 | &nbsp;&nbsp; 78243 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47<sup>(a)</sup> | 130 | &nbsp;&nbsp; 109873 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(a)</sup> | 87 | &nbsp;&nbsp; 54894 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<sup>(a)</sup><br>| 87 | &nbsp;&nbsp; 85946 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | 59 | &nbsp;&nbsp; 59605 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | 117 | &nbsp;&nbsp; 112287 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | 100 | &nbsp;&nbsp; 101110 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> | 95 | &nbsp;&nbsp; 94058 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | 175 | &nbsp;&nbsp; 176952 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | 235 | &nbsp;&nbsp; 239859 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | 120 | &nbsp;&nbsp; 119575 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | 75 | &nbsp;&nbsp; 76440 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | 210 | &nbsp;&nbsp; 211045 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | 70 | &nbsp;&nbsp; 69187 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | 200 | &nbsp;&nbsp; 196878 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | 45 | &nbsp;&nbsp; 44613 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | 300 | &nbsp;&nbsp; 272457 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | 115 | &nbsp;&nbsp; 117970 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(b)</sup> | 108 | &nbsp;&nbsp; 104490 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | 75 | &nbsp;&nbsp; 76770 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | 175 | &nbsp;&nbsp; 176529 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | 231 | &nbsp;&nbsp; 224936 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/33 | 100 | &nbsp;&nbsp; 98477 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | 275 | &nbsp;&nbsp; 240451 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | 302 | &nbsp;&nbsp; 276156 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | 569 | &nbsp;&nbsp; 512349 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | 210 | &nbsp;&nbsp; 206820 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | 325 | &nbsp;&nbsp; 327534 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(b)</sup> | 407 | &nbsp;&nbsp; 345781 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36 | 140 | &nbsp;&nbsp; 138075 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | 175 | &nbsp;&nbsp; 170614 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(b)</sup> | 350 | &nbsp;&nbsp; 292481 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(b)</sup> | 377 | &nbsp;&nbsp; 365661 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | 210 | &nbsp;&nbsp; 202687 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | 279 | &nbsp;&nbsp; 222589 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51<sup>(a)</sup> | 225 | &nbsp;&nbsp; 167468 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | 150 | &nbsp;&nbsp; 149222 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | 105 | &nbsp;&nbsp; 104087 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27<sup>(a)</sup> | 200 | &nbsp;&nbsp; 197155 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | 150 | &nbsp;&nbsp; 148732 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | 190 | &nbsp;&nbsp; 191337 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | 88 | &nbsp;&nbsp; 82458 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | 100 | &nbsp;&nbsp; 98322 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 171 | &nbsp;&nbsp; 158878 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | 110 | &nbsp;&nbsp; 111410 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | 300 | &nbsp;&nbsp; 290800 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | 45 | &nbsp;&nbsp; 45401 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | 87 | &nbsp;&nbsp; 75278 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Intel Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | $200 | &nbsp;&nbsp; $190674 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | 100 | &nbsp;&nbsp; 94185 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33 | 260 | &nbsp;&nbsp; 262036 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(a)</sup> | 160 | &nbsp;&nbsp; 159562 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | 100 | &nbsp;&nbsp; 88180 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | 63 | &nbsp;&nbsp; 43273 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | 45 | &nbsp;&nbsp; 42608 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | 100 | &nbsp;&nbsp; 84313 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | 227 | &nbsp;&nbsp; 170162 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | 87 | &nbsp;&nbsp; 64911 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | 240 | &nbsp;&nbsp; 167705 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | 300 | &nbsp;&nbsp; 189540 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | 250 | &nbsp;&nbsp; 202278 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | 220 | &nbsp;&nbsp; 133536 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52<sup>(a)</sup> | 300 | &nbsp;&nbsp; 245070 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | 205 | &nbsp;&nbsp; 188757 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54<sup>(a)</sup> | 130 | &nbsp;&nbsp; 119255 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | 162 | &nbsp;&nbsp; 89491 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | 121 | &nbsp;&nbsp; 97252 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | 63 | &nbsp;&nbsp; 35152 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | 100 | &nbsp;&nbsp; 80838 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | 185 | &nbsp;&nbsp; 171609 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | 87 | &nbsp;&nbsp; 86638 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 | 50 | &nbsp;&nbsp; 50222 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 | 50 | &nbsp;&nbsp; 49556 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | 50 | &nbsp;&nbsp; 45102 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | 184 | &nbsp;&nbsp; 125324 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | 165 | &nbsp;&nbsp; 147690 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62<sup>(a)</sup> | 75 | &nbsp;&nbsp; 68413 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74554 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | 141 | &nbsp;&nbsp; 127527 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | 171 | &nbsp;&nbsp; 153118 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50<sup>(a)</sup> | 76 | &nbsp;&nbsp; 47895 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | 371 | &nbsp;&nbsp; 356734 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | 50 | &nbsp;&nbsp; 50170 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | 82 | &nbsp;&nbsp; 75254 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 | 50 | &nbsp;&nbsp; 50805 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | 75 | &nbsp;&nbsp; 75454 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | 50 | &nbsp;&nbsp; 50726 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | 150 | &nbsp;&nbsp; 151298 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | 110 | &nbsp;&nbsp; 115139 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | 120 | &nbsp;&nbsp; 108258 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | 50 | &nbsp;&nbsp; 53446 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | 60 | &nbsp;&nbsp; 64128 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | 25 | &nbsp;&nbsp; 26618 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | 150 | &nbsp;&nbsp; 161856 |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | 87 | &nbsp;&nbsp; 67495 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | 87 | &nbsp;&nbsp; 61479 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | 125 | &nbsp;&nbsp; 118750 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | 114 | &nbsp;&nbsp; 108226 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | 121 | &nbsp;&nbsp; 108382 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | 122 | &nbsp;&nbsp; 101583 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50<sup>(a)</sup> | 257 | &nbsp;&nbsp; 189538 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | 52 | &nbsp;&nbsp; 37356 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | 90 | &nbsp;&nbsp; 89948 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| &nbsp;&nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | 40 | &nbsp;&nbsp; $39807 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29<sup>(a)</sup> | 171 | &nbsp;&nbsp; 169419 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | 80 | &nbsp;&nbsp; 76153 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | 149 | &nbsp;&nbsp; 133871 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | 67 | &nbsp;&nbsp; 59155 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | 25 | &nbsp;&nbsp; 24660 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33<sup>(a)</sup> | 112 | &nbsp;&nbsp; 111253 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 74773 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | 87 | &nbsp;&nbsp; 63968 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | 87 | &nbsp;&nbsp; 61431 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | 75 | &nbsp;&nbsp; 47935 |
| Qorvo, Inc., 4.38%, 10/15/29 | 96 | &nbsp;&nbsp; 93879 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 | 162 | &nbsp;&nbsp; 160537 |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | 184 | &nbsp;&nbsp; 173671 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30<sup>(a)</sup> | 105 | &nbsp;&nbsp; 96109 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | 50 | &nbsp;&nbsp; 50292 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(a)</sup> | 142 | &nbsp;&nbsp; 120269 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | 52 | &nbsp;&nbsp; 51189 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | 50 | &nbsp;&nbsp; 50272 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | 100 | &nbsp;&nbsp; 104063 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | 87 | &nbsp;&nbsp; 85675 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35<sup>(a)</sup> | 50 | &nbsp;&nbsp; 49924 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | 180 | &nbsp;&nbsp; 159061 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | 182 | &nbsp;&nbsp; 147737 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50<sup>(a)</sup> | 240 | &nbsp;&nbsp; 160589 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | 133 | &nbsp;&nbsp; 108959 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101709 |
| Skyworks Solutions, Inc., 3.00%, 06/01/31 | 67 | &nbsp;&nbsp; 59745 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | 75 | &nbsp;&nbsp; 73781 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28<sup>(a)</sup> | 35 | &nbsp;&nbsp; 35263 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | 25 | &nbsp;&nbsp; 25325 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | 118 | &nbsp;&nbsp; 110614 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | 75 | &nbsp;&nbsp; 67723 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | 50 | &nbsp;&nbsp; 50230 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | 98 | &nbsp;&nbsp; 86251 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | 50 | &nbsp;&nbsp; 47578 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | 30 | &nbsp;&nbsp; 30511 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | 25 | &nbsp;&nbsp; 25227 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | 50 | &nbsp;&nbsp; 50622 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | 171 | &nbsp;&nbsp; 149257 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | 171 | &nbsp;&nbsp; 138567 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | 25 | &nbsp;&nbsp; 19421 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53<sup>(a)</sup> | 80 | &nbsp;&nbsp; 72161 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(a)</sup> | 175 | &nbsp;&nbsp; 162139 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | 170 | &nbsp;&nbsp; 149362 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | 390 | &nbsp;&nbsp; 354030 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 | 200 | &nbsp;&nbsp; 198646 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | 200 | &nbsp;&nbsp; 162352 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52<sup>(a)</sup> | 200 | &nbsp;&nbsp; 186000 |
| Xilinx, Inc., 2.38%, 06/01/30 | 240 | &nbsp;&nbsp; 221551 |
|  |  | &nbsp;&nbsp; 20549499 |
| **Software — 0.6%** | **Software — 0.6%** | **Software — 0.6%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | 85 | &nbsp;&nbsp; 85592 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 | 100 | &nbsp;&nbsp; 101226 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | 50 | &nbsp;&nbsp; 50815 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Adobe, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | $100 | &nbsp;&nbsp; $102091 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30<sup>(a)</sup> | 206 | &nbsp;&nbsp; 190437 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | 50 | &nbsp;&nbsp; 50068 |
| Atlassian Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 | 25 | &nbsp;&nbsp; 25150 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/34 | 25 | &nbsp;&nbsp; 24481 |
| Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | 50 | &nbsp;&nbsp; 49427 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | 74 | &nbsp;&nbsp; 69293 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | 133 | &nbsp;&nbsp; 116696 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | 50 | &nbsp;&nbsp; 50064 |
| Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | 35 | &nbsp;&nbsp; 34971 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | 100 | &nbsp;&nbsp; 99684 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | 100 | &nbsp;&nbsp; 98175 |
| Concentrix Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 08/02/28 | 75 | &nbsp;&nbsp; 74542 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/29 | 25 | &nbsp;&nbsp; 24316 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/02/33 | 50 | &nbsp;&nbsp; 46360 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | 142 | &nbsp;&nbsp; 136909 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | 75 | &nbsp;&nbsp; 76446 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | 169 | &nbsp;&nbsp; 150564 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | 75 | &nbsp;&nbsp; 76301 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53<sup>(a)</sup> | 175 | &nbsp;&nbsp; 160962 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | 171 | &nbsp;&nbsp; 170114 |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 | 69 | &nbsp;&nbsp; 61404 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(a)</sup> | 200 | &nbsp;&nbsp; 186185 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36<sup>(a)</sup> | 254 | &nbsp;&nbsp; 228958 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | 100 | &nbsp;&nbsp; 95234 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | 171 | &nbsp;&nbsp; 134963 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | 100 | &nbsp;&nbsp; 85204 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | 650 | &nbsp;&nbsp; 389743 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | 140 | &nbsp;&nbsp; 83174 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | 750 | &nbsp;&nbsp; 482346 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 | 341 | &nbsp;&nbsp; 290450 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60<sup>(a)</sup> | 692 | &nbsp;&nbsp; 386503 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | 292 | &nbsp;&nbsp; 177412 |
| MSCI, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | 125 | &nbsp;&nbsp; 122445 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | 50 | &nbsp;&nbsp; 48429 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | 257 | &nbsp;&nbsp; 252589 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 230 | &nbsp;&nbsp; 224451 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | 262 | &nbsp;&nbsp; 249570 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | 65 | &nbsp;&nbsp; 64699 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | 187 | &nbsp;&nbsp; 187079 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/04/29 | 425 | &nbsp;&nbsp; 419629 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | 200 | &nbsp;&nbsp; 193826 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | 70 | &nbsp;&nbsp; 72180 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | 500 | &nbsp;&nbsp; 456418 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 | 65 | &nbsp;&nbsp; 63527 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30<sup>(a)</sup> | 163 | &nbsp;&nbsp; 150672 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | 235 | &nbsp;&nbsp; 226465 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/04/31 | 425 | &nbsp;&nbsp; 415837 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | 367 | &nbsp;&nbsp; 325967 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | 130 | &nbsp;&nbsp; 127680 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32<sup>(a)</sup> | 295 | &nbsp;&nbsp; 280943 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | 200 | &nbsp;&nbsp; 205223 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | 100 | &nbsp;&nbsp; 94769 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Oracle Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/04/33<sup>(a)</sup> | $425 | &nbsp;&nbsp; $413728 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | 384 | &nbsp;&nbsp; 340514 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | 325 | &nbsp;&nbsp; 296601 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | 137 | &nbsp;&nbsp; 115988 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | 225 | &nbsp;&nbsp; 214784 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | 475 | &nbsp;&nbsp; 445548 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/04/36 | 270 | &nbsp;&nbsp; 259602 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36<sup>(a)</sup> | 130 | &nbsp;&nbsp; 107718 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | 130 | &nbsp;&nbsp; 103239 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38<sup>(a)</sup> | 200 | &nbsp;&nbsp; 200456 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | 157 | &nbsp;&nbsp; 150076 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | 316 | &nbsp;&nbsp; 229093 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | 271 | &nbsp;&nbsp; 237273 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | 285 | &nbsp;&nbsp; 202824 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | 87 | &nbsp;&nbsp; 64420 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | 200 | &nbsp;&nbsp; 137691 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/45 | 380 | &nbsp;&nbsp; 327842 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/04/46 | 325 | &nbsp;&nbsp; 303211 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | 384 | &nbsp;&nbsp; 258597 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | 257 | &nbsp;&nbsp; 170081 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | 500 | &nbsp;&nbsp; 301864 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | 346 | &nbsp;&nbsp; 219245 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | 300 | &nbsp;&nbsp; 283239 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | 290 | &nbsp;&nbsp; 231380 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | 200 | &nbsp;&nbsp; 154705 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | 164 | &nbsp;&nbsp; 108394 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | 225 | &nbsp;&nbsp; 188636 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | 430 | &nbsp;&nbsp; 361746 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/04/56 | 510 | &nbsp;&nbsp; 473333 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | 359 | &nbsp;&nbsp; 211262 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | 200 | &nbsp;&nbsp; 122981 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | 175 | &nbsp;&nbsp; 134017 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | 150 | &nbsp;&nbsp; 124780 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | 280 | &nbsp;&nbsp; 232171 |
| &nbsp;&nbsp;&nbsp; 6.85%, 02/04/66 | 325 | &nbsp;&nbsp; 298780 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | 65 | &nbsp;&nbsp; 62185 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99384 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28<sup>(a)</sup> | 30 | &nbsp;&nbsp; 29804 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | 76 | &nbsp;&nbsp; 71803 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | 75 | &nbsp;&nbsp; 74565 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30<sup>(a)</sup> | 92 | &nbsp;&nbsp; 82105 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 | 50 | &nbsp;&nbsp; 49239 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | 86 | &nbsp;&nbsp; 74242 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/32 | 50 | &nbsp;&nbsp; 49408 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | 100 | &nbsp;&nbsp; 96555 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35<sup>(a)</sup> | 155 | &nbsp;&nbsp; 150719 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 375 | &nbsp;&nbsp; 375097 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | 341 | &nbsp;&nbsp; 337150 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 | 60 | &nbsp;&nbsp; 56330 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/29 | 375 | &nbsp;&nbsp; 375777 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | 156 | &nbsp;&nbsp; 136227 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/31 | 375 | &nbsp;&nbsp; 374469 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/33 | 300 | &nbsp;&nbsp; 299488 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/36 | 375 | &nbsp;&nbsp; 373834 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | 156 | &nbsp;&nbsp; 106243 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/46 | 150 | &nbsp;&nbsp; 151038 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | 287 | &nbsp;&nbsp; 168104 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/56 | 375 | &nbsp;&nbsp; 376301 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61<sup>(a)</sup> | 150 | &nbsp;&nbsp; 83483 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Salesforce, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/15/66 | 150 | &nbsp;&nbsp; $152462 |
| ServiceNow, Inc., 1.40%, 09/01/30 | 140 | &nbsp;&nbsp; 121476 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | 150 | &nbsp;&nbsp; 150102 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | 75 | &nbsp;&nbsp; 75275 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | 270 | &nbsp;&nbsp; 271986 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | 150 | &nbsp;&nbsp; 151302 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | 300 | &nbsp;&nbsp; 300574 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | 275 | &nbsp;&nbsp; 262923 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | 65 | &nbsp;&nbsp; 64414 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | 140 | &nbsp;&nbsp; 141280 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | 25 | &nbsp;&nbsp; 25548 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/14/32<sup>(a)</sup> | 76 | &nbsp;&nbsp; 72487 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/34 | 25 | &nbsp;&nbsp; 25440 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 | 75 | &nbsp;&nbsp; 70621 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | 141 | &nbsp;&nbsp; 141864 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | 200 | &nbsp;&nbsp; 175543 |
| Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 81 | &nbsp;&nbsp; 80288 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 61 | &nbsp;&nbsp; 59414 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | 139 | &nbsp;&nbsp; 129029 |
|  |  | &nbsp;&nbsp; 23400055 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | 75 | &nbsp;&nbsp; 74468 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | 145 | &nbsp;&nbsp; 145281 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | 25 | &nbsp;&nbsp; 26095 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | 171 | &nbsp;&nbsp; 167294 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | 50 | &nbsp;&nbsp; 50821 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | 100 | &nbsp;&nbsp; 97592 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 | 25 | &nbsp;&nbsp; 25430 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31<sup>(a)</sup> | 100 | &nbsp;&nbsp; 86803 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 | 100 | &nbsp;&nbsp; 99040 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 150 | &nbsp;&nbsp; 147708 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | 25 | &nbsp;&nbsp; 25267 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | 25 | &nbsp;&nbsp; 27210 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50769 |
| Dick's Sporting Goods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/29<sup>(b)</sup> | 50 | &nbsp;&nbsp; 48651 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 90893 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/52<sup>(a)</sup> | 70 | &nbsp;&nbsp; 49580 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | 25 | &nbsp;&nbsp; 25933 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | 75 | &nbsp;&nbsp; 74739 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 | 50 | &nbsp;&nbsp; 43086 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | 75 | &nbsp;&nbsp; 65004 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33<sup>(a)</sup> | 25 | &nbsp;&nbsp; 27008 |
| O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 100 | &nbsp;&nbsp; 98965 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | 171 | &nbsp;&nbsp; 171110 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | 171 | &nbsp;&nbsp; 168213 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | 78 | &nbsp;&nbsp; 68032 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | 100 | &nbsp;&nbsp; 99320 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | 50 | &nbsp;&nbsp; 49447 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/12/36 | 50 | &nbsp;&nbsp; 49346 |
| Ross Stores, Inc., 1.88%, 04/15/31 | 71 | &nbsp;&nbsp; 62295 |
| TJX Cos., Inc., 4.50%, 04/15/50 | 87 | &nbsp;&nbsp; 74421 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 69 | &nbsp;&nbsp; $60825 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33<sup>(a)</sup> | 20 | &nbsp;&nbsp; 20306 |
|  |  | &nbsp;&nbsp; 2370952 |
| **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 | 257 | &nbsp;&nbsp; 255110 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 | 25 | &nbsp;&nbsp; 24730 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | 221 | &nbsp;&nbsp; 217807 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | 171 | &nbsp;&nbsp; 168659 |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | 450 | &nbsp;&nbsp; 428543 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | 880 | &nbsp;&nbsp; 881049 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 | 100 | &nbsp;&nbsp; 100109 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | 470 | &nbsp;&nbsp; 443987 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 | 200 | &nbsp;&nbsp; 195346 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29<sup>(a)</sup> | 212 | &nbsp;&nbsp; 199882 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | 80 | &nbsp;&nbsp; 80196 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | 240 | &nbsp;&nbsp; 217670 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100517 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 | 150 | &nbsp;&nbsp; 132843 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 | 427 | &nbsp;&nbsp; 381071 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31<sup>(a)</sup> | 70 | &nbsp;&nbsp; 61702 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101434 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | 200 | &nbsp;&nbsp; 190435 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | 580 | &nbsp;&nbsp; 580825 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101612 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(a)</sup> | 87 | &nbsp;&nbsp; 86621 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | 100 | &nbsp;&nbsp; 70924 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | 300 | &nbsp;&nbsp; 248014 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44<sup>(a)</sup> | 87 | &nbsp;&nbsp; 77833 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | 231 | &nbsp;&nbsp; 176515 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | 237 | &nbsp;&nbsp; 207408 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | 438 | &nbsp;&nbsp; 393638 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | 230 | &nbsp;&nbsp; 182575 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | 87 | &nbsp;&nbsp; 72859 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | 300 | &nbsp;&nbsp; 231975 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | 214 | &nbsp;&nbsp; 165534 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | 214 | &nbsp;&nbsp; 140163 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50<sup>(a)</sup> | 206 | &nbsp;&nbsp; 126046 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | 177 | &nbsp;&nbsp; 102136 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | 414 | &nbsp;&nbsp; 250552 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | 200 | &nbsp;&nbsp; 122488 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | 150 | &nbsp;&nbsp; 116412 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(a)</sup> | 100 | &nbsp;&nbsp; 92024 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | 171 | &nbsp;&nbsp; 91122 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | 177 | &nbsp;&nbsp; 101044 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61<sup>(a)</sup> | 170 | &nbsp;&nbsp; 98400 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | 150 | &nbsp;&nbsp; 114221 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 | 25 | &nbsp;&nbsp; 25468 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | 200 | &nbsp;&nbsp; 202660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | 30 | &nbsp;&nbsp; 30211 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 | 100 | &nbsp;&nbsp; 99168 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 | 214 | &nbsp;&nbsp; 218395 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 | 150 | &nbsp;&nbsp; 148471 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 | 40 | &nbsp;&nbsp; 40481 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | 120 | &nbsp;&nbsp; 126806 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | 100 | &nbsp;&nbsp; 98818 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 | 175 | &nbsp;&nbsp; 177717 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/06/32 | 100 | &nbsp;&nbsp; 98579 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 | 60 | &nbsp;&nbsp; 62362 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** | **Technology Hardware, Storage & Peripherals (continued)** |
| Dell International LLC/EMC Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 150 | &nbsp;&nbsp; $151350 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/35<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72566 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 | 175 | &nbsp;&nbsp; 177038 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97780 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | 69 | &nbsp;&nbsp; 82018 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | 171 | &nbsp;&nbsp; 127491 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | 76 | &nbsp;&nbsp; 94072 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51<sup>(a)</sup> | 102 | &nbsp;&nbsp; 69031 |
| Dell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.10%, 04/15/28<sup>(a)</sup> | 71 | &nbsp;&nbsp; 74569 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | 71 | &nbsp;&nbsp; 75440 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27<sup>(a)</sup> | 100 | &nbsp;&nbsp; 99353 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | 150 | &nbsp;&nbsp; 149778 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/23/28 | 50 | &nbsp;&nbsp; 50003 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | 120 | &nbsp;&nbsp; 121814 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | 100 | &nbsp;&nbsp; 99200 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/23/29 | 40 | &nbsp;&nbsp; 39963 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 225 | &nbsp;&nbsp; 223882 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | 100 | &nbsp;&nbsp; 98182 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | 175 | &nbsp;&nbsp; 173820 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/33 | 50 | &nbsp;&nbsp; 49703 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | 250 | &nbsp;&nbsp; 241997 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35<sup>(a)</sup> | 87 | &nbsp;&nbsp; 92243 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45<sup>(a)</sup> | 130 | &nbsp;&nbsp; 129790 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | 200 | &nbsp;&nbsp; 178533 |
| HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 | 125 | &nbsp;&nbsp; 122804 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 50 | &nbsp;&nbsp; 50219 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | 115 | &nbsp;&nbsp; 112994 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | 25 | &nbsp;&nbsp; 25525 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 | 50 | &nbsp;&nbsp; 47397 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 | 171 | &nbsp;&nbsp; 152080 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95093 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33<sup>(a)</sup> | 150 | &nbsp;&nbsp; 151861 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(a)</sup> | 25 | &nbsp;&nbsp; 26011 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41<sup>(a)</sup> | 162 | &nbsp;&nbsp; 160108 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | 200 | &nbsp;&nbsp; 194979 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 50 | &nbsp;&nbsp; 45914 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | 80 | &nbsp;&nbsp; 81499 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | 50 | &nbsp;&nbsp; 45952 |
|  |  | &nbsp;&nbsp; 13543219 |
| **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30<sup>(a)</sup> | 171 | &nbsp;&nbsp; 161507 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40<sup>(a)</sup> | 171 | &nbsp;&nbsp; 134512 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | 87 | &nbsp;&nbsp; 68088 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | 257 | &nbsp;&nbsp; 184143 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50<sup>(a)</sup> | 100 | &nbsp;&nbsp; 69551 |
| PVH Corp., 5.50%, 06/13/30 | 50 | &nbsp;&nbsp; 50371 |
| Ralph Lauren Corp., 2.95%, 06/15/30 | 150 | &nbsp;&nbsp; 141342 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32<sup>(a)</sup> | 50 | &nbsp;&nbsp; 45288 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | 100 | &nbsp;&nbsp; 100172 |
|  |  | &nbsp;&nbsp; 954974 |
| **Tobacco — 0.3%** | **Tobacco — 0.3%** | **Tobacco — 0.3%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 | 50 | &nbsp;&nbsp; 50413 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | 25 | &nbsp;&nbsp; 26075 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| Altria Group, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | $95 | &nbsp;&nbsp; $95768 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | 126 | &nbsp;&nbsp; 120408 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | 50 | &nbsp;&nbsp; 49784 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | 208 | &nbsp;&nbsp; 182518 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35<sup>(a)</sup> | 70 | &nbsp;&nbsp; 71696 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | 75 | &nbsp;&nbsp; 74729 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | 257 | &nbsp;&nbsp; 258015 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | 171 | &nbsp;&nbsp; 129074 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | 100 | &nbsp;&nbsp; 81461 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | 71 | &nbsp;&nbsp; 58987 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44 | 226 | &nbsp;&nbsp; 209416 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | 150 | &nbsp;&nbsp; 109867 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49<sup>(a)</sup> | 300 | &nbsp;&nbsp; 290864 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | 114 | &nbsp;&nbsp; 89071 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | 155 | &nbsp;&nbsp; 106695 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61<sup>(a)</sup> | 121 | &nbsp;&nbsp; 84508 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | 87 | &nbsp;&nbsp; 87192 |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | 333 | &nbsp;&nbsp; 329346 |
| &nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 | 204 | &nbsp;&nbsp; 195799 |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 | 87 | &nbsp;&nbsp; 83965 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | 104 | &nbsp;&nbsp; 105123 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | 100 | &nbsp;&nbsp; 106748 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | 25 | &nbsp;&nbsp; 26162 |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 | 200 | &nbsp;&nbsp; 182882 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | 146 | &nbsp;&nbsp; 145504 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/15/32 | 75 | &nbsp;&nbsp; 76959 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 | 40 | &nbsp;&nbsp; 45931 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | 110 | &nbsp;&nbsp; 107645 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 | 90 | &nbsp;&nbsp; 97605 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | 100 | &nbsp;&nbsp; 105695 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35<sup>(a)</sup> | 125 | &nbsp;&nbsp; 128558 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | 384 | &nbsp;&nbsp; 348879 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40<sup>(a)</sup> | 50 | &nbsp;&nbsp; 39739 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | 50 | &nbsp;&nbsp; 54959 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | 254 | &nbsp;&nbsp; 206231 |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | 100 | &nbsp;&nbsp; 82915 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | 87 | &nbsp;&nbsp; 76794 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52<sup>(a)</sup> | 96 | &nbsp;&nbsp; 88931 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | 125 | &nbsp;&nbsp; 138108 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75856 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28<sup>(a)</sup> | 96 | &nbsp;&nbsp; 96038 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | 150 | &nbsp;&nbsp; 155608 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27 | 171 | &nbsp;&nbsp; 168645 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | 75 | &nbsp;&nbsp; 75183 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | 200 | &nbsp;&nbsp; 202682 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | 175 | &nbsp;&nbsp; 176790 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | 100 | &nbsp;&nbsp; 97949 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | 65 | &nbsp;&nbsp; 64892 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | 25 | &nbsp;&nbsp; 25637 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | 60 | &nbsp;&nbsp; 59492 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29<sup>(a)</sup> | 75 | &nbsp;&nbsp; 76117 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | 50 | &nbsp;&nbsp; 48428 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29<sup>(a)</sup> | 75 | &nbsp;&nbsp; 75660 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | 155 | &nbsp;&nbsp; 161103 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | 300 | &nbsp;&nbsp; 306102 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | 50 | &nbsp;&nbsp; 49733 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | 100 | &nbsp;&nbsp; 91008 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | 25 | &nbsp;&nbsp; 25961 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| Philip Morris International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | 75 | &nbsp;&nbsp; $73411 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | 91 | &nbsp;&nbsp; 80579 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 | 75 | &nbsp;&nbsp; 76708 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 | 75 | &nbsp;&nbsp; 75341 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/29/32<sup>(a)</sup> | 75 | &nbsp;&nbsp; 72655 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | 170 | &nbsp;&nbsp; 178962 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | 300 | &nbsp;&nbsp; 308323 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | 25 | &nbsp;&nbsp; 26084 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | 275 | &nbsp;&nbsp; 280033 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 | 75 | &nbsp;&nbsp; 74598 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35<sup>(a)</sup> | 40 | &nbsp;&nbsp; 39378 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/35 | 125 | &nbsp;&nbsp; 120246 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38<sup>(a)</sup> | 220 | &nbsp;&nbsp; 239801 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | 150 | &nbsp;&nbsp; 130218 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | 150 | &nbsp;&nbsp; 131083 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | 62 | &nbsp;&nbsp; 49754 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | 79 | &nbsp;&nbsp; 65284 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | 137 | &nbsp;&nbsp; 123314 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | 65 | &nbsp;&nbsp; 53834 |
| Reynolds American, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 | 82 | &nbsp;&nbsp; 84285 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | 53 | &nbsp;&nbsp; 53373 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | 300 | &nbsp;&nbsp; 290544 |
|  |  | &nbsp;&nbsp; 9611711 |
| **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29<sup>(a)</sup> | 100 | &nbsp;&nbsp; 95963 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30 | 141 | &nbsp;&nbsp; 139530 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(a)</sup> | 109 | &nbsp;&nbsp; 98154 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34<sup>(a)</sup> | 100 | &nbsp;&nbsp; 98932 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/01/35 | 67 | &nbsp;&nbsp; 61284 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | 147 | &nbsp;&nbsp; 110669 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/01/42 | 50 | &nbsp;&nbsp; 38764 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 | 114 | &nbsp;&nbsp; 97362 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 | 230 | &nbsp;&nbsp; 191460 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | 87 | &nbsp;&nbsp; 67707 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 | 87 | &nbsp;&nbsp; 66334 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(a)</sup> | 51 | &nbsp;&nbsp; 44231 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(a)</sup> | 100 | &nbsp;&nbsp; 91643 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50 | 75 | &nbsp;&nbsp; 68732 |
| GXO Logistics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 | 25 | &nbsp;&nbsp; 25917 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | 87 | &nbsp;&nbsp; 77439 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 26234 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | 60 | &nbsp;&nbsp; 59877 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28<sup>(a)</sup> | 50 | &nbsp;&nbsp; 51064 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | 40 | &nbsp;&nbsp; 40639 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | 50 | &nbsp;&nbsp; 52231 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | 50 | &nbsp;&nbsp; 51167 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | 100 | &nbsp;&nbsp; 101102 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | 50 | &nbsp;&nbsp; 50551 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30 | 50 | &nbsp;&nbsp; 50344 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 | 45 | &nbsp;&nbsp; 49296 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | 87 | &nbsp;&nbsp; 85611 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | 50 | &nbsp;&nbsp; 48884 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30<sup>(a)</sup> | 100 | &nbsp;&nbsp; 100703 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30 | 50 | &nbsp;&nbsp; 50738 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33<sup>(a)</sup> | 60 | &nbsp;&nbsp; 61159 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34<sup>(a)</sup> | 75 | &nbsp;&nbsp; 77043 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| United Parcel Service, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35<sup>(a)</sup> | 145 | &nbsp;&nbsp; $148183 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | 174 | &nbsp;&nbsp; 189842 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40<sup>(a)</sup> | 171 | &nbsp;&nbsp; 168107 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | 50 | &nbsp;&nbsp; 47609 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | 87 | &nbsp;&nbsp; 68588 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | 78 | &nbsp;&nbsp; 55793 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | 137 | &nbsp;&nbsp; 102932 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | 50 | &nbsp;&nbsp; 40101 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49<sup>(a)</sup> | 75 | &nbsp;&nbsp; 52169 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(a)</sup> | 171 | &nbsp;&nbsp; 160159 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53 | 160 | &nbsp;&nbsp; 142337 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 | 125 | &nbsp;&nbsp; 119253 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | 130 | &nbsp;&nbsp; 131299 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | 75 | &nbsp;&nbsp; 70818 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | 75 | &nbsp;&nbsp; 75524 |
|  |  | &nbsp;&nbsp; 3903478 |
| **Water Utilities — 0.1%** | **Water Utilities — 0.1%** | **Water Utilities — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | 87 | &nbsp;&nbsp; 85463 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | 257 | &nbsp;&nbsp; 254434 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | 87 | &nbsp;&nbsp; 84617 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | 100 | &nbsp;&nbsp; 93874 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 | 155 | &nbsp;&nbsp; 138625 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32<sup>(a)</sup> | 90 | &nbsp;&nbsp; 88587 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 50 | &nbsp;&nbsp; 50825 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35<sup>(a)</sup> | 100 | &nbsp;&nbsp; 101608 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | 50 | &nbsp;&nbsp; 43219 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45<sup>(a)</sup> | 87 | &nbsp;&nbsp; 72312 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | 87 | &nbsp;&nbsp; 64731 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | 80 | &nbsp;&nbsp; 63588 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49<sup>(a)</sup> | 87 | &nbsp;&nbsp; 68106 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | 50 | &nbsp;&nbsp; 34800 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | 155 | &nbsp;&nbsp; 103523 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | 50 | &nbsp;&nbsp; 47390 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 | 110 | &nbsp;&nbsp; 107623 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | 250 | &nbsp;&nbsp; 250951 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31<sup>(a)</sup> | 171 | &nbsp;&nbsp; 152906 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34<sup>(a)</sup> | 25 | &nbsp;&nbsp; 25345 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 | 25 | &nbsp;&nbsp; 24966 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/36 | 25 | &nbsp;&nbsp; 24651 |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | 60 | &nbsp;&nbsp; 46832 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | 121 | &nbsp;&nbsp; 80103 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | 61 | &nbsp;&nbsp; 55234 |
|  |  | &nbsp;&nbsp; 2164313 |
| **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** |
| America Movil SAB de C.V. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | 244 | &nbsp;&nbsp; 237329 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | 100 | &nbsp;&nbsp; 108115 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | 200 | &nbsp;&nbsp; 208678 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | 229 | &nbsp;&nbsp; 196180 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | 200 | &nbsp;&nbsp; 163186 |
| America Movil SAB de CV, 4.70%, 07/21/32 | 200 | &nbsp;&nbsp; 197596 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 03/01/31 | 437 | &nbsp;&nbsp; 516504 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | 100 | &nbsp;&nbsp; 96763 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | 50 | &nbsp;&nbsp; 48583 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 | 50 | &nbsp;&nbsp; 50516 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| Rogers Communications, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | $183 | &nbsp;&nbsp; $170828 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34<sup>(a)</sup> | 500 | &nbsp;&nbsp; 497822 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | 100 | &nbsp;&nbsp; 114062 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | 59 | &nbsp;&nbsp; 49754 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | 75 | &nbsp;&nbsp; 69543 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | 87 | &nbsp;&nbsp; 76322 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | 114 | &nbsp;&nbsp; 89173 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 | 50 | &nbsp;&nbsp; 39356 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | 35 | &nbsp;&nbsp; 25580 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | 240 | &nbsp;&nbsp; 189562 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | 500 | &nbsp;&nbsp; 496905 |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | 212 | &nbsp;&nbsp; 203345 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | 85 | &nbsp;&nbsp; 85883 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 | 80 | &nbsp;&nbsp; 80765 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | 65 | &nbsp;&nbsp; 65753 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | 100 | &nbsp;&nbsp; 95112 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 | 75 | &nbsp;&nbsp; 70765 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | 250 | &nbsp;&nbsp; 242281 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 | 75 | &nbsp;&nbsp; 74537 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | 850 | &nbsp;&nbsp; 827790 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | 259 | &nbsp;&nbsp; 235357 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | 100 | &nbsp;&nbsp; 92212 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | 325 | &nbsp;&nbsp; 307378 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | 59 | &nbsp;&nbsp; 51853 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | 130 | &nbsp;&nbsp; 115642 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | 210 | &nbsp;&nbsp; 213016 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | 80 | &nbsp;&nbsp; 78540 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | 200 | &nbsp;&nbsp; 203579 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 | 275 | &nbsp;&nbsp; 276905 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | 315 | &nbsp;&nbsp; 328484 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 | 60 | &nbsp;&nbsp; 60439 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 | 100 | &nbsp;&nbsp; 96719 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | 200 | &nbsp;&nbsp; 201653 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/35 | 100 | &nbsp;&nbsp; 98176 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 | 150 | &nbsp;&nbsp; 147737 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | 239 | &nbsp;&nbsp; 210084 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | 241 | &nbsp;&nbsp; 176201 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50<sup>(a)</sup> | 295 | &nbsp;&nbsp; 238187 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | 300 | &nbsp;&nbsp; 196344 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | 141 | &nbsp;&nbsp; 92338 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | 200 | &nbsp;&nbsp; 189146 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54<sup>(a)</sup> | 230 | &nbsp;&nbsp; 220670 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | 100 | &nbsp;&nbsp; 99001 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | 50 | &nbsp;&nbsp; 45856 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | 200 | &nbsp;&nbsp; 177891 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 | 200 | &nbsp;&nbsp; 195031 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | 150 | &nbsp;&nbsp; 142716 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/15/56 | 125 | &nbsp;&nbsp; 121310 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | 224 | &nbsp;&nbsp; 145384 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | 100 | &nbsp;&nbsp; 95893 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | 74 | &nbsp;&nbsp; 82766 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | 31 | &nbsp;&nbsp; 33189 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38<sup>(a)</sup> | 100 | &nbsp;&nbsp; 97648 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | 50 | &nbsp;&nbsp; 41839 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | 150 | &nbsp;&nbsp; 135079 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | 150 | &nbsp;&nbsp; 127557 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | 102 | &nbsp;&nbsp; 78338 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53 | 150 | &nbsp;&nbsp; 140074 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| Vodafone Group PLC (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | 200 | &nbsp;&nbsp; $188990 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | 150 | &nbsp;&nbsp; 139256 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 | 125 | &nbsp;&nbsp; 118661 |
|  |  | &nbsp;&nbsp; 11425727 |
| **Total Corporate Bonds — 24.5%** <br>**(Cost: $947,927,911)** | **Total Corporate Bonds — 24.5%** <br>**(Cost: $947,927,911)** | &nbsp;&nbsp; 892715925 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Canada — 0.4%** | **Canada — 0.4%** |  |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 299625 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | 400 | &nbsp;&nbsp; 409018 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30<sup>(a)</sup> | 530 | &nbsp;&nbsp; 532205 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | 300 | &nbsp;&nbsp; 297055 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/07/27 | 300 | &nbsp;&nbsp; 299512 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | 750 | &nbsp;&nbsp; 755212 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/30 | 120 | &nbsp;&nbsp; 120227 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/05/34 | 250 | &nbsp;&nbsp; 258155 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | 341 | &nbsp;&nbsp; 337104 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/29 | 200 | &nbsp;&nbsp; 203247 |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | 341 | &nbsp;&nbsp; 304246 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/02/35 | 200 | &nbsp;&nbsp; 195801 |
| Province of British Columbia, 3.90%, 08/27/30<sup>(a)</sup> | 350 | &nbsp;&nbsp; 347977 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | 400 | &nbsp;&nbsp; 405545 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | 250 | &nbsp;&nbsp; 255330 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | 300 | &nbsp;&nbsp; 308066 |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | 200 | &nbsp;&nbsp; 175610 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33 | 400 | &nbsp;&nbsp; 394237 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | 200 | &nbsp;&nbsp; 203210 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35<sup>(a)</sup> | 270 | &nbsp;&nbsp; 274374 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | 100 | &nbsp;&nbsp; 102458 |
| &nbsp;&nbsp;&nbsp; Series HB, 1.50%, 10/25/28 | 341 | &nbsp;&nbsp; 320733 |
| &nbsp;&nbsp;&nbsp; Province of New Brunswick Canada, 3.63%, <br> 02/24/28<br>| 71 | &nbsp;&nbsp; 70558 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27 | 400 | &nbsp;&nbsp; 396518 |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27<sup>(a)</sup> | 171 | &nbsp;&nbsp; 165657 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | 500 | &nbsp;&nbsp; 503718 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29 | 200 | &nbsp;&nbsp; 198142 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | 171 | &nbsp;&nbsp; 160002 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 35 | &nbsp;&nbsp; 35843 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/04/30 | 400 | &nbsp;&nbsp; 397620 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | 341 | &nbsp;&nbsp; 299969 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | 141 | &nbsp;&nbsp; 125464 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34<sup>(a)</sup> | 200 | &nbsp;&nbsp; 207808 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | 375 | &nbsp;&nbsp; 383624 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/20/35 | 250 | &nbsp;&nbsp; 247534 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | 341 | &nbsp;&nbsp; 337033 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | 500 | &nbsp;&nbsp; 497087 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29 | 400 | &nbsp;&nbsp; 406088 |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | 341 | &nbsp;&nbsp; 306178 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 | 200 | &nbsp;&nbsp; 200730 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/34 | 250 | &nbsp;&nbsp; 245272 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** |  |
| Province of Quebec Canada (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/28/35 | 250 | &nbsp;&nbsp; $250642 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | 500 | &nbsp;&nbsp; 555409 |
| &nbsp;&nbsp;&nbsp; Series RH, 3.88%, 01/14/31<sup>(a)</sup> | 155 | &nbsp;&nbsp; 153649 |
| Province of Saskatchewan, 4.65%, 01/28/30 | 250 | &nbsp;&nbsp; 254747 |
|  |  | &nbsp;&nbsp; 13198239 |
| **Chile — 0.1%** | **Chile — 0.1%** |  |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 | 200 | &nbsp;&nbsp; 202100 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 | 417 | &nbsp;&nbsp; 381288 |
| &nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 | 390 | &nbsp;&nbsp; 332865 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 | 200 | &nbsp;&nbsp; 180400 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | 200 | &nbsp;&nbsp; 197800 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | 200 | &nbsp;&nbsp; 207250 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | 200 | &nbsp;&nbsp; 151200 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | 200 | &nbsp;&nbsp; 175400 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | 200 | &nbsp;&nbsp; 143400 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52<sup>(a)</sup> | 290 | &nbsp;&nbsp; 225258 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54<sup>(a)</sup> | 287 | &nbsp;&nbsp; 271455 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | 318 | &nbsp;&nbsp; 196524 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | 200 | &nbsp;&nbsp; 123800 |
|  |  | &nbsp;&nbsp; 2788740 |
| **Hungary — 0.0%** | **Hungary — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, <br> Series 30Y, 7.63%, 03/29/41<br>| 234 | &nbsp;&nbsp; 264818 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** |  |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 | 200 | &nbsp;&nbsp; 199262 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/24/28 | 522 | &nbsp;&nbsp; 518218 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 | 200 | &nbsp;&nbsp; 198438 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | 490 | &nbsp;&nbsp; 454720 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/28/31 | 400 | &nbsp;&nbsp; 348200 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | 200 | &nbsp;&nbsp; 196000 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 | 200 | &nbsp;&nbsp; 196222 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/10/34 | 200 | &nbsp;&nbsp; 192300 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/35 | 200 | &nbsp;&nbsp; 202970 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/21/36 | 200 | &nbsp;&nbsp; 192782 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/16/36 | 200 | &nbsp;&nbsp; 190610 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 | 284 | &nbsp;&nbsp; 229958 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 | 200 | &nbsp;&nbsp; 188900 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | 322 | &nbsp;&nbsp; 249775 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | 211 | &nbsp;&nbsp; 131875 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 | 300 | &nbsp;&nbsp; 235752 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(a)</sup> | 200 | &nbsp;&nbsp; 181500 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | 222 | &nbsp;&nbsp; 133382 |
|  |  | &nbsp;&nbsp; 4240864 |
| **Israel — 0.1%** | **Israel — 0.1%** |  |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 3.25%, 01/17/28<sup>(a)</sup> | 318 | &nbsp;&nbsp; 309652 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.75%, 07/03/30 | 200 | &nbsp;&nbsp; 183250 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.50%, 01/17/33 | 200 | &nbsp;&nbsp; 191788 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.50%, 03/12/34<sup>(a)</sup> | 400 | &nbsp;&nbsp; 405250 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.63%, 02/19/35 | 200 | &nbsp;&nbsp; 203000 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.00%, 01/13/36 | 300 | &nbsp;&nbsp; 288936 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.50%, 01/30/43 | 415 | &nbsp;&nbsp; 350934 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 4.13%, 01/17/48 | 322 | &nbsp;&nbsp; 242204 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.75%, 03/12/54 | 200 | &nbsp;&nbsp; 185468 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.88%, 01/13/56 | 250 | &nbsp;&nbsp; 235589 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Israel (continued)** | **Israel (continued)** |  |
| Israel Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.50%, 01/13/31 | 300 | &nbsp;&nbsp; $293719 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.50%, 01/15/30 | 490 | &nbsp;&nbsp; 449575 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.38%, 01/15/50 | 200 | &nbsp;&nbsp; 129063 |
|  |  | &nbsp;&nbsp; 3468428 |
| **Italy — 0.0%** | **Italy — 0.0%** |  |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 2.88%, 10/17/29 | 200 | &nbsp;&nbsp; 191186 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.00%, 10/17/49 | 417 | &nbsp;&nbsp; 317352 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.38%, 06/15/33 | 130 | &nbsp;&nbsp; 135811 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 3.88%, 05/06/51 | 200 | &nbsp;&nbsp; 146090 |
|  |  | &nbsp;&nbsp; 790439 |
| **Japan — 0.1%** | **Japan — 0.1%** |  |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/16/27 | 500 | &nbsp;&nbsp; 490435 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/28 | 200 | &nbsp;&nbsp; 199439 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/19/28 | 300 | &nbsp;&nbsp; 304056 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28<sup>(a)</sup> | 690 | &nbsp;&nbsp; 678278 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/16/29 | 200 | &nbsp;&nbsp; 189717 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/29 | 200 | &nbsp;&nbsp; 186346 |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/21/31 | 200 | &nbsp;&nbsp; 174934 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/31 | 200 | &nbsp;&nbsp; 201875 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 | 514 | &nbsp;&nbsp; 459120 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/36 | 200 | &nbsp;&nbsp; 196239 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | 300 | &nbsp;&nbsp; 296086 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | 300 | &nbsp;&nbsp; 299419 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/29 | 200 | &nbsp;&nbsp; 203731 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/22/30 | 200 | &nbsp;&nbsp; 200413 |
|  |  | &nbsp;&nbsp; 4080088 |
| **Mexico — 0.3%** | **Mexico — 0.3%** |  |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/29 | 300 | &nbsp;&nbsp; 298200 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/07/29 | 200 | &nbsp;&nbsp; 201300 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 | 500 | &nbsp;&nbsp; 467650 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | 200 | &nbsp;&nbsp; 206700 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/31 | 200 | &nbsp;&nbsp; 195400 |
| &nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | 200 | &nbsp;&nbsp; 176500 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | 211 | &nbsp;&nbsp; 202560 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 | 400 | &nbsp;&nbsp; 404200 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/33 | 500 | &nbsp;&nbsp; 488500 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | 200 | &nbsp;&nbsp; 189500 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/09/34 | 350 | &nbsp;&nbsp; 343700 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 | 450 | &nbsp;&nbsp; 383116 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/27/34 | 113 | &nbsp;&nbsp; 119950 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | 200 | &nbsp;&nbsp; 204500 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | 400 | &nbsp;&nbsp; 386800 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | 500 | &nbsp;&nbsp; 496750 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | 400 | &nbsp;&nbsp; 418600 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | 400 | &nbsp;&nbsp; 406800 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/09/38 | 500 | &nbsp;&nbsp; 488500 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | 194 | &nbsp;&nbsp; 188180 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | 518 | &nbsp;&nbsp; 405982 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | 378 | &nbsp;&nbsp; 303156 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45<sup>(a)</sup> | 310 | &nbsp;&nbsp; 278535 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | 318 | &nbsp;&nbsp; 243270 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48<sup>(a)</sup> | 390 | &nbsp;&nbsp; 293280 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50<sup>(a)</sup> | 273 | &nbsp;&nbsp; 200928 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | 390 | &nbsp;&nbsp; 304590 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | 200 | &nbsp;&nbsp; 141660 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** |  |
| Mexico Government International Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | 400 | &nbsp;&nbsp; $372548 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | 450 | &nbsp;&nbsp; 420750 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | 200 | &nbsp;&nbsp; 210000 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/09/56 | 250 | &nbsp;&nbsp; 242750 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | 400 | &nbsp;&nbsp; 238600 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/31/99<sup>(a)</sup> | 168 | &nbsp;&nbsp; 136164 |
|  |  | &nbsp;&nbsp; 10059619 |
| **Panama — 0.1%** | **Panama — 0.1%** |  |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | 200 | &nbsp;&nbsp; 187200 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | 690 | &nbsp;&nbsp; 567058 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 | 200 | &nbsp;&nbsp; 173766 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 | 400 | &nbsp;&nbsp; 415200 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | 262 | &nbsp;&nbsp; 276418 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/31/36<sup>(a)</sup> | 200 | &nbsp;&nbsp; 212837 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | 232 | &nbsp;&nbsp; 176256 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53<sup>(a)</sup> | 200 | &nbsp;&nbsp; 145800 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54<sup>(a)</sup> | 200 | &nbsp;&nbsp; 206098 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | 392 | &nbsp;&nbsp; 289688 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | 397 | &nbsp;&nbsp; 257653 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63<sup>(a)</sup> | 200 | &nbsp;&nbsp; 146328 |
|  |  | &nbsp;&nbsp; 3054302 |
| **Peru — 0.1%** | **Peru — 0.1%** |  |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/27<sup>(a)</sup> | 260 | &nbsp;&nbsp; 259610 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | 65 | &nbsp;&nbsp; 60450 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | 341 | &nbsp;&nbsp; 311324 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32<sup>(a)</sup> | 130 | &nbsp;&nbsp; 107120 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | 77 | &nbsp;&nbsp; 93170 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | 388 | &nbsp;&nbsp; 331730 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/08/35 | 150 | &nbsp;&nbsp; 149625 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | 419 | &nbsp;&nbsp; 418476 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | 287 | &nbsp;&nbsp; 310222 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | 141 | &nbsp;&nbsp; 106420 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50<sup>(a)</sup> | 240 | &nbsp;&nbsp; 228480 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | 100 | &nbsp;&nbsp; 68100 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | 200 | &nbsp;&nbsp; 192600 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | 250 | &nbsp;&nbsp; 251125 |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | 214 | &nbsp;&nbsp; 113581 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | 75 | &nbsp;&nbsp; 46338 |
| &nbsp;&nbsp;&nbsp; 3.23%, 12/31/99 | 87 | &nbsp;&nbsp; 46415 |
|  |  | &nbsp;&nbsp; 3094786 |
| **Philippines — 0.1%** | **Philippines — 0.1%** |  |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | 300 | &nbsp;&nbsp; 292212 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/14/31 | 257 | &nbsp;&nbsp; 288097 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | 200 | &nbsp;&nbsp; 214500 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/17/33 | 500 | &nbsp;&nbsp; 496875 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/34 | 200 | &nbsp;&nbsp; 200250 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/34 | 250 | &nbsp;&nbsp; 269250 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/35 | 200 | &nbsp;&nbsp; 202250 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/13/37<sup>(a)</sup> | 522 | &nbsp;&nbsp; 504872 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | 250 | &nbsp;&nbsp; 210500 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | 200 | &nbsp;&nbsp; 160800 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | 397 | &nbsp;&nbsp; 315689 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | 200 | &nbsp;&nbsp; 134200 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/13/47 | 400 | &nbsp;&nbsp; 404475 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Philippines (continued)** | **Philippines (continued)** |  |
| &nbsp;&nbsp;&nbsp; Philippines Government International <br> Bonds (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.18%, 09/05/49 | 400 | &nbsp;&nbsp; $363500 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50<sup>(a)</sup> | 200 | &nbsp;&nbsp; 199750 |
|  |  | &nbsp;&nbsp; 4257220 |
| **Poland — 0.1%** | **Poland — 0.1%** |  |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.75%, 11/16/32 | 300 | &nbsp;&nbsp; 315402 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.88%, 10/04/33 | 400 | &nbsp;&nbsp; 399132 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.13%, 09/18/34 | 379 | &nbsp;&nbsp; 379758 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 5.38%, 02/12/35<sup>(a)</sup> | 400 | &nbsp;&nbsp; 406600 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 04/04/53 | 200 | &nbsp;&nbsp; 183892 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 03/18/54 | 426 | &nbsp;&nbsp; 392469 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 5.50%, 11/16/27 | 300 | &nbsp;&nbsp; 305907 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.63%, 03/18/29 | 100 | &nbsp;&nbsp; 101271 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.88%, 02/12/30 | 400 | &nbsp;&nbsp; 408400 |
|  |  | &nbsp;&nbsp; 2892831 |
| **South Korea — 0.1%** | **South Korea — 0.1%** |  |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | 300 | &nbsp;&nbsp; 304731 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/14/30 | 200 | &nbsp;&nbsp; 204806 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | 200 | &nbsp;&nbsp; 202188 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/11/33 | 500 | &nbsp;&nbsp; 519730 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/33 | 200 | &nbsp;&nbsp; 208450 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/13/36<sup>(a)</sup> | 200 | &nbsp;&nbsp; 194747 |
| Korea Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28 | 200 | &nbsp;&nbsp; 201024 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/03/30 | 200 | &nbsp;&nbsp; 204801 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/30 | 200 | &nbsp;&nbsp; 196584 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/25/31<sup>(a)</sup> | 500 | &nbsp;&nbsp; 444900 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/33 | 200 | &nbsp;&nbsp; 215164 |
| Korea International Bonds<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 | 250 | &nbsp;&nbsp; 225120 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | 200 | &nbsp;&nbsp; 167890 |
|  |  | &nbsp;&nbsp; 3290135 |
| **Supranational — 0.9%** | **Supranational — 0.9%** |  |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | 500 | &nbsp;&nbsp; 504147 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/28 | 250 | &nbsp;&nbsp; 250202 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | 300 | &nbsp;&nbsp; 296198 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | 225 | &nbsp;&nbsp; 225608 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/31 | 25 | &nbsp;&nbsp; 24577 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | 200 | &nbsp;&nbsp; 202290 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/22/36 | 70 | &nbsp;&nbsp; 68594 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/20/27 | 500 | &nbsp;&nbsp; 495420 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/02/27<sup>(a)</sup> | 341 | &nbsp;&nbsp; 334210 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/14/28<sup>(a)</sup> | 600 | &nbsp;&nbsp; 605952 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | 130 | &nbsp;&nbsp; 127614 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/09/28 | 50 | &nbsp;&nbsp; 47333 |
| &nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | 681 | &nbsp;&nbsp; 706605 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | 341 | &nbsp;&nbsp; 317806 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/30 | 500 | &nbsp;&nbsp; 464537 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/30<sup>(a)</sup> | 440 | &nbsp;&nbsp; 443616 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/28/30<sup>(a)</sup> | 165 | &nbsp;&nbsp; 163784 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/04/31 | 500 | &nbsp;&nbsp; 445115 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/32 | 125 | &nbsp;&nbsp; 123143 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/35 | 150 | &nbsp;&nbsp; 150891 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/14/36 | 65 | &nbsp;&nbsp; 64542 |
| Asian Infrastructure Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/14/27 | 250 | &nbsp;&nbsp; 249730 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| Asian Infrastructure Investment Bank (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/28 | $500 | &nbsp;&nbsp; $501400 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30 | 70 | &nbsp;&nbsp; 71495 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/21/35 | 200 | &nbsp;&nbsp; 202910 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/14/36 | 35 | &nbsp;&nbsp; 34434 |
| Corp. Andina de Fomento, 5.00%, 01/22/30 | 250 | &nbsp;&nbsp; 256941 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | 500 | &nbsp;&nbsp; 503415 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | 50 | &nbsp;&nbsp; 50979 |
| Council Of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/11/27 | 100 | &nbsp;&nbsp; 100895 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/08/28 | 200 | &nbsp;&nbsp; 199144 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/31 | 55 | &nbsp;&nbsp; 54539 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | 400 | &nbsp;&nbsp; 402864 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | 150 | &nbsp;&nbsp; 149909 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 500 | &nbsp;&nbsp; 495697 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | 500 | &nbsp;&nbsp; 500747 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29<sup>(a)</sup> | 300 | &nbsp;&nbsp; 282721 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | 500 | &nbsp;&nbsp; 513599 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | 130 | &nbsp;&nbsp; 120482 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | 300 | &nbsp;&nbsp; 298795 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | 555 | &nbsp;&nbsp; 567105 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | 500 | &nbsp;&nbsp; 442738 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | 160 | &nbsp;&nbsp; 159629 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | 500 | &nbsp;&nbsp; 440655 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/13/31 | 1080 | &nbsp;&nbsp; 1068241 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | 400 | &nbsp;&nbsp; 406833 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | 670 | &nbsp;&nbsp; 675014 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | 400 | &nbsp;&nbsp; 397439 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | 340 | &nbsp;&nbsp; 348278 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/08/36 | 115 | &nbsp;&nbsp; 114157 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27<sup>(a)</sup> | 171 | &nbsp;&nbsp; 167956 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28<sup>(a)</sup> | 511 | &nbsp;&nbsp; 480890 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28<sup>(a)</sup> | 300 | &nbsp;&nbsp; 295119 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29<sup>(a)</sup> | 500 | &nbsp;&nbsp; 475943 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30 | 500 | &nbsp;&nbsp; 510698 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | 50 | &nbsp;&nbsp; 49677 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | 427 | &nbsp;&nbsp; 374727 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31 | 250 | &nbsp;&nbsp; 244973 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34 | 300 | &nbsp;&nbsp; 302131 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35<sup>(a)</sup> | 300 | &nbsp;&nbsp; 300911 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/23/36 | 160 | &nbsp;&nbsp; 156885 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | 130 | &nbsp;&nbsp; 104665 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | 75 | &nbsp;&nbsp; 69277 |
| Inter-American Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/28 | 200 | &nbsp;&nbsp; 200831 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/29 | 125 | &nbsp;&nbsp; 126100 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30 | 100 | &nbsp;&nbsp; 100792 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | 400 | &nbsp;&nbsp; 396685 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27 | 341 | &nbsp;&nbsp; 333945 |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | 500 | &nbsp;&nbsp; 475786 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | 500 | &nbsp;&nbsp; 476157 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/28 | 500 | &nbsp;&nbsp; 498116 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | 1350 | &nbsp;&nbsp; 1265642 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29 | 300 | &nbsp;&nbsp; 297707 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29<sup>(a)</sup> | 500 | &nbsp;&nbsp; 500180 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29<sup>(a)</sup> | 500 | &nbsp;&nbsp; 465017 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/20/30 | 735 | &nbsp;&nbsp; 740951 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | 800 | &nbsp;&nbsp; 697978 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** |  |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/28/30 | 700 | &nbsp;&nbsp; $687270 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | 500 | &nbsp;&nbsp; 440542 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31<sup>(a)</sup> | 750 | &nbsp;&nbsp; 660155 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32 | 780 | &nbsp;&nbsp; 802705 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32<sup>(a)</sup> | 700 | &nbsp;&nbsp; 642076 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32 | 1040 | &nbsp;&nbsp; 1035871 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34<sup>(a)</sup> | 350 | &nbsp;&nbsp; 340373 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35 | 87 | &nbsp;&nbsp; 89605 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | 550 | &nbsp;&nbsp; 551904 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/21/28 | 250 | &nbsp;&nbsp; 252915 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | 250 | &nbsp;&nbsp; 249491 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30<sup>(a)</sup> | 341 | &nbsp;&nbsp; 297306 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | 500 | &nbsp;&nbsp; 505088 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/23/31 | 200 | &nbsp;&nbsp; 198102 |
|  |  | &nbsp;&nbsp; 32536111 |
| **Sweden — 0.0%** | **Sweden — 0.0%** |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | 500 | &nbsp;&nbsp; 502086 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/29/30 | 200 | &nbsp;&nbsp; 198026 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/30 | 200 | &nbsp;&nbsp; 206833 |
|  |  | &nbsp;&nbsp; 906945 |
| **Uruguay — 0.0%** | **Uruguay — 0.0%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | 150 | &nbsp;&nbsp; 135900 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27<sup>(a)</sup> | 114 | &nbsp;&nbsp; 114456 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | 427 | &nbsp;&nbsp; 426359 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | 150 | &nbsp;&nbsp; 156713 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | 300 | &nbsp;&nbsp; 353490 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | 225 | &nbsp;&nbsp; 229725 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | 100 | &nbsp;&nbsp; 85100 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | 484 | &nbsp;&nbsp; 444147 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | 300 | &nbsp;&nbsp; 265245 |
|  |  | &nbsp;&nbsp; 2211135 |
| **Total Foreign Agency Obligations — 2.5%** <br>**(Cost: $94,829,705)** | **Total Foreign Agency Obligations — 2.5%** <br>**(Cost: $94,829,705)** | &nbsp;&nbsp; 91134700 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Salt River Project Agricultural Improvement & Power <br> District, RB, BAB, 4.84%, 01/01/41<sup>(a)</sup><br>| 85 | &nbsp;&nbsp; 81726 |
| **California — 0.2%** | **California — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, RB, BAB, Series S-1, 7.04%, <br> 04/01/50<br>| 202 | &nbsp;&nbsp; 227446 |
| &nbsp;&nbsp;&nbsp; Bay Area Toll Authority, Refunding RB, Series F-3, <br> 3.13%, 04/01/55<br>| 95 | &nbsp;&nbsp; 62992 |
| &nbsp;&nbsp;&nbsp; California Health Facilities Financing Authority, RB, <br> M/F Housing<br>|  |  |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.19%, 06/01/37 | 65 | &nbsp;&nbsp; 60868 |
| &nbsp;&nbsp;&nbsp; Sustainability Bonds, 4.35%, 06/01/41 | 85 | &nbsp;&nbsp; 77145 |
| California State University, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.18%, 11/01/53 | 50 | &nbsp;&nbsp; 46443 |
| &nbsp;&nbsp;&nbsp; Series E, 2.90%, 11/01/51 | 75 | &nbsp;&nbsp; 51658 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** |  |
| &nbsp;&nbsp;&nbsp; California State University, Refunding RB, Series B, <br> 2.98%, 11/01/51<br>| 180 | &nbsp;&nbsp; $117811 |
| &nbsp;&nbsp;&nbsp; City of Los Angeles Department of Airports Customer <br> Facility Charge Revenue, Refunding ARB, Class A, <br> Sustainability Bonds, (AGM), 4.24%, 05/15/48<sup>(a)</sup><br>| 60 | &nbsp;&nbsp; 51484 |
| &nbsp;&nbsp;&nbsp; City of San Francisco California Public Utilities <br> Commission Water Revenue, RB, BAB, 6.95%, <br> 11/01/50<br>| 75 | &nbsp;&nbsp; 82693 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water System <br> Revenue, RB, BAB, 5.87%, 06/01/40<br>| 75 | &nbsp;&nbsp; 78547 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency, <br> Refunding RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49 | 80 | &nbsp;&nbsp; 64878 |
| &nbsp;&nbsp;&nbsp; Series A, (AGM), 3.92%, 01/15/53 | 65 | &nbsp;&nbsp; 50840 |
| &nbsp;&nbsp;&nbsp; Golden State Tobacco Securitization Corp., Refunding <br> RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B, (SAP), 3.00%, 06/01/46 | 30 | &nbsp;&nbsp; 27436 |
| &nbsp;&nbsp;&nbsp; Series A-1, 3.71%, 06/01/41 | 80 | &nbsp;&nbsp; 63379 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District, GO, BAB, <br> 6.75%, 08/01/49<br>| 100 | &nbsp;&nbsp; 111340 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing <br> Authority, Refunding RB, BAB, 7.62%, 08/01/40<br>| 75 | &nbsp;&nbsp; 88101 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power, RB, BAB, <br> 6.57%, 07/01/45<sup>(a)</sup><br>| 125 | &nbsp;&nbsp; 132433 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series N, 3.71%, 05/15/2120 | 100 | &nbsp;&nbsp; 62711 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.13%, 05/15/32 | 70 | &nbsp;&nbsp; 68884 |
| &nbsp;&nbsp;&nbsp; Series Q, 4.56%, 05/15/53<sup>(a)</sup> | 85 | &nbsp;&nbsp; 72363 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, BAB, Series H, 6.55%, <br> 05/15/48<br>| 465 | &nbsp;&nbsp; 493375 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission, RB, BAB, 5.91%, 04/01/48<br>| 70 | &nbsp;&nbsp; 70746 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority, RB, BAB, <br> Series B, 6.14%, 05/01/49<br>| 85 | &nbsp;&nbsp; 86356 |
| &nbsp;&nbsp;&nbsp; San Joaquin Hills Transportation Corridor Agency, <br> Refunding RB, Series B, (AGM), 3.49%, 01/15/50<br>| 75 | &nbsp;&nbsp; 56825 |
| State of California, GO, BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | 250 | &nbsp;&nbsp; 296768 |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | 460 | &nbsp;&nbsp; 528447 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | 280 | &nbsp;&nbsp; 323042 |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | 325 | &nbsp;&nbsp; 389839 |
| State of California, Refunding GO |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/28<sup>(a)</sup> | 270 | &nbsp;&nbsp; 267986 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/28<sup>(f)</sup> | 65 | &nbsp;&nbsp; 65757 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/29<sup>(a)</sup> | 220 | &nbsp;&nbsp; 209745 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/31 | 250 | &nbsp;&nbsp; 268288 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | 55 | &nbsp;&nbsp; 54603 |
| &nbsp;&nbsp;&nbsp; Class B, 5.10%, 09/01/35 | 350 | &nbsp;&nbsp; 356511 |
| University of California, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | 75 | &nbsp;&nbsp; 61177 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115<sup>(a)</sup> | 72 | &nbsp;&nbsp; 57624 |
| &nbsp;&nbsp;&nbsp; Series BD, 3.35%, 07/01/29<sup>(a)</sup> | 110 | &nbsp;&nbsp; 107787 |
|  |  | &nbsp;&nbsp; 5294328 |
| **Colorado — 0.0%** | **Colorado — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax Revenue, <br> RB, BAB, Series B, 5.84%, 11/01/50<sup>(a)</sup><br>| 75 | &nbsp;&nbsp; 74972 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Connecticut — 0.0%** | **Connecticut — 0.0%** |  |
| State of Connecticut, GO, Series A, 5.85%, 03/15/32 | $410 | &nbsp;&nbsp; $436602 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority, RB, <br> Series A, Senior Lien, Sustainability Bonds, 4.81%, <br> 10/01/2114<br>| 70 | &nbsp;&nbsp; 58456 |
| &nbsp;&nbsp;&nbsp; Metropolitan Washington Airports Authority Dulles Toll <br> Road Revenue, RB, BAB, 7.46%, 10/01/46<br>| 75 | &nbsp;&nbsp; 88224 |
|  |  | &nbsp;&nbsp; 146680 |
| **Florida — 0.0%** | **Florida — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Aviation Revenue, <br> Refunding RB, Series C, 4.28%, 10/01/41<br>| 125 | &nbsp;&nbsp; 113919 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Florida Transit System, <br> Refunding RB, Series B, 2.60%, 07/01/42<br>| 60 | &nbsp;&nbsp; 46537 |
| State Board of Administration Finance Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 2.15%, 07/01/30 | 165 | &nbsp;&nbsp; 151864 |
| &nbsp;&nbsp;&nbsp; Series A, 5.53%, 07/01/34 | 100 | &nbsp;&nbsp; 104785 |
|  |  | &nbsp;&nbsp; 417105 |
| **Georgia — 0.0%** | **Georgia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; City of Atlanta Georgia Water & Wastewater Revenue, <br> Refunding RB, 2.26%, 11/01/35<br>| 80 | &nbsp;&nbsp; 67411 |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB, 6.66%, 04/01/57<br>| 115 | &nbsp;&nbsp; 124079 |
|  |  | &nbsp;&nbsp; 191490 |
| **Idaho — 0.0%** | **Idaho — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Idaho Energy Resources Authority, RB, 2.86%, <br> 09/01/46<br>| 85 | &nbsp;&nbsp; 59140 |
| **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| Chicago O'Hare International Airport, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.47%, 01/01/49<sup>(a)</sup> | 65 | &nbsp;&nbsp; 56509 |
| &nbsp;&nbsp;&nbsp; Series C, Senior Lien, 4.57%, 01/01/54 | 65 | &nbsp;&nbsp; 56471 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue, RB, Series A, 6.90%, 12/01/40<br>| 159 | &nbsp;&nbsp; 176778 |
| City of Chicago, GO, Series A, 5.88%, 01/01/31 | 20 | &nbsp;&nbsp; 20077 |
| &nbsp;&nbsp;&nbsp; Illinois State Toll Highway Authority, RB, BAB, <br> Series A, 6.18%, 01/01/34<br>| 87 | &nbsp;&nbsp; 92502 |
| &nbsp;&nbsp;&nbsp; Metropolitan Water Reclamation District of Greater <br> Chicago, GOL, BAB, 5.72%, 12/01/38<br>| 70 | &nbsp;&nbsp; 72106 |
| &nbsp;&nbsp;&nbsp; Sales Tax Securitization Corp., Refunding RB, <br> Series B, 2nd Lien, 3.24%, 01/01/42<br>| 230 | &nbsp;&nbsp; 187771 |
| State of Illinois, GO, 5.10%, 06/01/33 | 868 | &nbsp;&nbsp; 884342 |
| State of Illinois, GO, BAB, 7.35%, 07/01/35 | 57 | &nbsp;&nbsp; 61437 |
|  |  | &nbsp;&nbsp; 1607993 |
| **Indiana — 0.0%** | **Indiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Refunding RB, <br> Sustainability Bonds, 3.05%, 01/01/51<br>| 75 | &nbsp;&nbsp; 54311 |
| **Kansas — 0.0%** | **Kansas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kansas Development Finance Authority, RB, <br> Series K, (BAM), 2.77%, 05/01/51<br>| 55 | &nbsp;&nbsp; 38211 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A-2, 4.15%, 02/01/33 | 100 | &nbsp;&nbsp; 99525 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.20%, 12/01/39 | 125 | &nbsp;&nbsp; 127098 |
| &nbsp;&nbsp;&nbsp; Series A-4, 4.48%, 08/01/39<sup>(a)</sup> | 110 | &nbsp;&nbsp; 106030 |
|  |  | &nbsp;&nbsp; 332653 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, Series H, <br> 2.90%, 09/01/49<sup>(a)</sup><br>| $80 | &nbsp;&nbsp; $54376 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, BAB, 5.46%, <br> 12/01/39<br>| 180 | &nbsp;&nbsp; 182102 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority, RB, BAB, <br> 5.72%, 08/15/39<br>| 115 | &nbsp;&nbsp; 118637 |
|  |  | &nbsp;&nbsp; 355115 |
| **Michigan — 0.0%** | **Michigan — 0.0%** |  |
| Michigan Finance Authority, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.08%, 12/01/34 | 60 | &nbsp;&nbsp; 54356 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/40 | 70 | &nbsp;&nbsp; 58449 |
| &nbsp;&nbsp;&nbsp; Michigan State University, RB, Series A, 4.17%, <br> 08/15/2122<br>| 82 | &nbsp;&nbsp; 58332 |
| Michigan Strategic Fund, RB, 3.23%, 09/01/47<sup>(a)</sup> | 85 | &nbsp;&nbsp; 64456 |
| University of Michigan, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 04/01/52 | 60 | &nbsp;&nbsp; 43505 |
| &nbsp;&nbsp;&nbsp; Series A, 4.45%, 04/01/2122 | 74 | &nbsp;&nbsp; 57358 |
| &nbsp;&nbsp;&nbsp; Series B, Sustainability Bonds, 3.50%, 04/01/52 | 95 | &nbsp;&nbsp; 68884 |
|  |  | &nbsp;&nbsp; 405340 |
| **Minnesota — 0.0%** | **Minnesota — 0.0%** |  |
| University of Minnesota, RB, 4.05%, 04/01/52 | 64 | &nbsp;&nbsp; 51188 |
| **Missouri — 0.0%** | **Missouri — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri, RB, Series A, 3.65%, 08/15/57<br>| 90 | &nbsp;&nbsp; 64600 |
| **Nevada — 0.0%** | **Nevada — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation, ARB, BAB, <br> Series C, 6.82%, 07/01/45<sup>(a)</sup><br>| 95 | &nbsp;&nbsp; 105122 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Economic Development Authority, RB, <br> Series A, (NPFGC), 7.43%, 02/15/29<br>| 184 | &nbsp;&nbsp; 192984 |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority, RB, <br> BAB, Series B, 6.56%, 12/15/40<br>| 375 | &nbsp;&nbsp; 414732 |
| &nbsp;&nbsp;&nbsp; New Jersey Turnpike Authority, RB, BAB, Series F, <br> 7.41%, 01/01/40<br>| 155 | &nbsp;&nbsp; 183214 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, RB, <br> Series P, 3.92%, 05/01/2119<sup>(a)</sup><br>| 74 | &nbsp;&nbsp; 48765 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey, <br> Refunding RB, Series R, 3.27%, 05/01/43<br>| 80 | &nbsp;&nbsp; 64909 |
|  |  | &nbsp;&nbsp; 904604 |
| **New York — 0.1%** | **New York — 0.1%** |  |
| City of New York, GO |  |  |
| &nbsp;&nbsp;&nbsp; Series C-2, 4.61%, 09/01/37 | 100 | &nbsp;&nbsp; 97431 |
| &nbsp;&nbsp;&nbsp; Series E-1, 5.56%, 10/01/45 | 30 | &nbsp;&nbsp; 29459 |
| &nbsp;&nbsp;&nbsp; Series E-1, 5.37%, 10/01/51 | 50 | &nbsp;&nbsp; 47975 |
| &nbsp;&nbsp;&nbsp; Series B-1, Sustainability Bonds, 5.83%, 10/01/53 | 250 | &nbsp;&nbsp; 253684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series D-1, Sustainability Bonds, 5.11%, <br> 10/01/54<sup>(a)</sup><br>| 60 | &nbsp;&nbsp; 54806 |
| &nbsp;&nbsp;&nbsp; City of New York, GO, BAB, Series F-1, 6.27%, <br> 12/01/37<br>| 85 | &nbsp;&nbsp; 90019 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax <br> Fund, RB, BAB, 7.34%, 11/15/39<br>| 90 | &nbsp;&nbsp; 104286 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority, RB, BAB, <br> 6.67%, 11/15/39<br>| 100 | &nbsp;&nbsp; 106818 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | 85 | &nbsp;&nbsp; 85071 |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | 110 | &nbsp;&nbsp; 113333 |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | 75 | &nbsp;&nbsp; 72289 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **New York (continued)** | **New York (continued)** |  |
| New York State Dormitory Authority, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.23%, 07/01/35 | 100 | &nbsp;&nbsp; $102818 |
| &nbsp;&nbsp;&nbsp; Series B, 5.83%, 07/01/55 | 50 | &nbsp;&nbsp; 51967 |
| Port Authority of New York & New Jersey, ARB |  |  |
| &nbsp;&nbsp;&nbsp; Series 192, 4.81%, 10/15/65 | 80 | &nbsp;&nbsp; 71647 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60<sup>(a)</sup> | 70 | &nbsp;&nbsp; 45133 |
| Port Authority of New York & New Jersey, RB |  |  |
| &nbsp;&nbsp;&nbsp; Series 159, 6.04%, 12/01/29 | 75 | &nbsp;&nbsp; 80277 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | 220 | &nbsp;&nbsp; 204592 |
| &nbsp;&nbsp;&nbsp; Series 182, 5.31%, 08/01/46 | 75 | &nbsp;&nbsp; 73725 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> ARB, Series 239, 5.07%, 07/15/53<br>| 50 | &nbsp;&nbsp; 47677 |
| &nbsp;&nbsp;&nbsp; Port Authority of New York & New Jersey, Refunding <br> RB, Series 174, 4.46%, 10/01/62<br>| 300 | &nbsp;&nbsp; 251462 |
|  |  | &nbsp;&nbsp; 1984469 |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority, RB, <br> Series S, 3.20%, 01/15/51<br>| 75 | &nbsp;&nbsp; 50617 |
| **Ohio — 0.0%** | **Ohio — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; American Municipal Power, Inc., RB, Series B, 8.08%, <br> 02/15/50<br>| 100 | &nbsp;&nbsp; 124763 |
| &nbsp;&nbsp;&nbsp; JobsOhio Beverage System, Refunding RB, Series A, <br> 2.83%, 01/01/38<sup>(g)</sup><br>| 100 | &nbsp;&nbsp; 84478 |
| &nbsp;&nbsp;&nbsp; Ohio Turnpike & Infrastructure Commission, <br> Refunding RB, Series A, Junior Lien, 3.22%, <br> 02/15/48<br>| 95 | &nbsp;&nbsp; 69778 |
|  |  | &nbsp;&nbsp; 279019 |
| **Oregon — 0.0%** | **Oregon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Oregon State University, RB, (BAM), 3.42%, <br> 03/01/60<br>| 62 | &nbsp;&nbsp; 43230 |
| State of Oregon, GO, 5.89%, 06/01/27 | 77 | &nbsp;&nbsp; 78186 |
|  |  | &nbsp;&nbsp; 121416 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth Financing Authority, RB, Series A, <br> 2.99%, 06/01/42<br>| 225 | &nbsp;&nbsp; 172406 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Economic Development Financing <br> Authority, RB, 5.69%, 06/01/54<br>| 50 | &nbsp;&nbsp; 50306 |
| &nbsp;&nbsp;&nbsp; Pennsylvania State University, Refunding RB, <br> Series D, 2.79%, 09/01/43<br>| 100 | &nbsp;&nbsp; 76406 |
| &nbsp;&nbsp;&nbsp; University of Pittsburgh-of the Commonwealth System <br> of Higher Education, RB, 3.56%, 09/15/2119<sup>(a)</sup><br>| 62 | &nbsp;&nbsp; 38290 |
|  |  | &nbsp;&nbsp; 337408 |
| **South Carolina — 0.0%** | **South Carolina — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; South Carolina Public Service Authority, RB, BAB, <br> Series C, 6.45%, 01/01/50<br>| 74 | &nbsp;&nbsp; 78671 |
| **Texas — 0.0%** | **Texas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, 4.43%, 02/01/42<br>| 65 | &nbsp;&nbsp; 62813 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41<br>| 95 | &nbsp;&nbsp; 97148 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, Refunding RB, Series A, 5.57%, <br> 02/01/50<sup>(a)</sup><br>| 50 | &nbsp;&nbsp; 49921 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit, Refunding RB, Series A, <br> Senior Lien, 2.61%, 12/01/48<br>| 70 | &nbsp;&nbsp; 47353 |
| Dallas Fort Worth International Airport, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.84%, 11/01/46 | 65 | &nbsp;&nbsp; 46550 |
| &nbsp;&nbsp;&nbsp; Series A, 2.99%, 11/01/38<sup>(a)</sup> | 75 | &nbsp;&nbsp; 64477 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Texas (continued)** | **Texas (continued)** |  |
| &nbsp;&nbsp;&nbsp; Dallas Fort Worth International Airport, Refunding <br> RB (continued)<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series C, 2.92%, 11/01/50<sup>(a)</sup> | 160 | &nbsp;&nbsp; $110568 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp., Refunding RB, <br> Subordinate, 3.24%, 10/01/52<sup>(a)</sup><br>| 200 | &nbsp;&nbsp; 139040 |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority, RB, BAB, Series B, <br> 6.72%, 01/01/49<br>| 96 | &nbsp;&nbsp; 104769 |
| State of Texas, GO, BAB, 5.52%, 04/01/39 | 103 | &nbsp;&nbsp; 105622 |
| &nbsp;&nbsp;&nbsp; Texas Department of Transportation State Highway <br> Fund, RB, BAB, Series B, 5.18%, 04/01/30<br>| 110 | &nbsp;&nbsp; 111912 |
| Texas Natural Gas Securitization Finance Corp., RB |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, 5.10%, 04/01/35 | 147 | &nbsp;&nbsp; 150106 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A2, 5.17%, 04/01/41 | 170 | &nbsp;&nbsp; 172173 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation <br> Corp., RB, Series B, 3.92%, 12/31/49<br>| 80 | &nbsp;&nbsp; 63773 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission, Refunding GO, <br> 2.47%, 10/01/44<br>| 185 | &nbsp;&nbsp; 129110 |
|  |  | &nbsp;&nbsp; 1455335 |
| **Virginia — 0.0%** | **Virginia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; University of Virginia, RB, Series C, 4.18%, <br> 09/01/2117<br>| 60 | &nbsp;&nbsp; 43592 |
| University of Virginia, Refunding RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 09/01/50 | 120 | &nbsp;&nbsp; 68564 |
| &nbsp;&nbsp;&nbsp; Series B, 2.58%, 11/01/51 | 85 | &nbsp;&nbsp; 51507 |
| &nbsp;&nbsp;&nbsp; Williamsburg Economic Development Authority, <br> Refunding RB, 4.96%, 11/01/35<br>| 10 | &nbsp;&nbsp; 10044 |
|  |  | &nbsp;&nbsp; 173707 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; State of Wisconsin, Refunding RB, Series A, 3.95%, <br> 05/01/36<br>| 110 | &nbsp;&nbsp; 103981 |
| **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,406,475)** | **Total Municipal Bonds — 0.4%** <br>**(Cost: $17,406,475)** | &nbsp;&nbsp; 15205803 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-BN12, Class AS, 4.34%, 05/15/61<sup>(c)</sup> | 239 | &nbsp;&nbsp; 234842 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN18, Class A4, 3.58%, 05/15/62 | 341 | &nbsp;&nbsp; 328225 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN25, Class C, 3.35%, 01/15/63<sup>(c)</sup> | 200 | &nbsp;&nbsp; 174545 |
| &nbsp;&nbsp;&nbsp; Series 2020-BN27, Class A5, 2.14%, 04/15/63 | 925 | &nbsp;&nbsp; 826422 |
| &nbsp;&nbsp;&nbsp; Series 2022-BNK39, Class A4, 2.93%, 02/15/55<sup>(c)</sup> | 1000 | &nbsp;&nbsp; 903432 |
| &nbsp;&nbsp;&nbsp; Series 2024-5YR11, Class A3, 5.89%, 11/15/57 | 500 | &nbsp;&nbsp; 519063 |
| &nbsp;&nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/57 | 950 | &nbsp;&nbsp; 979627 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/50 | 392 | &nbsp;&nbsp; 388555 |
| &nbsp;&nbsp;&nbsp; Series 2021-C12, Class A5, 2.69%, 11/15/54 | 400 | &nbsp;&nbsp; 355237 |
| &nbsp;&nbsp;&nbsp; Series 2022-C17, Class A5, 4.44%, 09/15/55 | 1319 | &nbsp;&nbsp; 1288325 |
| &nbsp;&nbsp;&nbsp; Series 2022-C18, Class AS, 6.17%, 12/15/55<sup>(c)</sup> | 250 | &nbsp;&nbsp; 264381 |
| &nbsp;&nbsp;&nbsp; Series 2024-C28, Class A4, 5.12%, 09/15/57 | 1000 | &nbsp;&nbsp; 1006390 |
| &nbsp;&nbsp;&nbsp; Series 2025-5C38, Class AS, 5.48%, 11/15/58 | 500 | &nbsp;&nbsp; 510561 |
| &nbsp;&nbsp;&nbsp; BBCMS Trust, Series 2021-C10, Class A5, 2.49%, <br> 07/15/54<br>| 1521 | &nbsp;&nbsp; 1375243 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-B5, Class A4, 4.21%, 07/15/51 | 511 | &nbsp;&nbsp; 505653 |
| &nbsp;&nbsp;&nbsp; Series 2019-B10, Class A4, 3.72%, 03/15/62 | 546 | &nbsp;&nbsp; 531175 |
| &nbsp;&nbsp;&nbsp; Series 2019-B11, Class A4, 3.28%, 05/15/52 | 634 | &nbsp;&nbsp; 614036 |
| &nbsp;&nbsp;&nbsp; Series 2019-B9, Class A5, 4.02%, 03/15/52 | 511 | &nbsp;&nbsp; 499760 |
| &nbsp;&nbsp;&nbsp; Series 2020-B19, Class B, 2.35%, 09/15/53 | 193 | &nbsp;&nbsp; 150865 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, 12/17/53 | 612 | &nbsp;&nbsp; 548326 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| Benchmark Mortgage Trust (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/53 | 410 | &nbsp;&nbsp; $362962 |
| &nbsp;&nbsp;&nbsp; Series 2021-B29, Class A4, 2.14%, 09/15/54 | 500 | &nbsp;&nbsp; 439239 |
| &nbsp;&nbsp;&nbsp; Series 2021-B29, Class A5, 2.39%, 09/15/54 | 567 | &nbsp;&nbsp; 500929 |
| &nbsp;&nbsp;&nbsp; Series 2021-B30, Class B, 2.53%, 11/15/54<sup>(c)</sup> | 250 | &nbsp;&nbsp; 205514 |
| &nbsp;&nbsp;&nbsp; Series 2024-V5, Class B, 6.06%, 01/10/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 203019 |
| &nbsp;&nbsp;&nbsp; Series 2025-V14, Class A3, 5.18%, 04/15/57 | 650 | &nbsp;&nbsp; 660219 |
| &nbsp;&nbsp;&nbsp; Series 2025-V14, Class AM, 6.09%, 04/15/57<sup>(c)</sup> | 250 | &nbsp;&nbsp; 258082 |
| &nbsp;&nbsp;&nbsp; Series 2025-V19, Class A3, 5.25%, 01/15/58 | 400 | &nbsp;&nbsp; 407983 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-C7, Class AS, 6.67%, 12/15/56<sup>(c)</sup> | 500 | &nbsp;&nbsp; 539661 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C6, Class C, 5.88%, 09/15/57<sup>(c)</sup> | 125 | &nbsp;&nbsp; 123801 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C8, Class A3, 5.63%, 12/15/57<sup>(c)</sup> | 100 | &nbsp;&nbsp; 102891 |
| &nbsp;&nbsp;&nbsp; Series 2024-5C8, Class C, 5.74%, 12/15/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 196903 |
| &nbsp;&nbsp;&nbsp; Series 2024-C9, Class C, 6.38%, 07/15/57<sup>(c)</sup> | 200 | &nbsp;&nbsp; 201124 |
| &nbsp;&nbsp;&nbsp; Series 2025-C11, Class A5, 5.69%, 02/15/58 | 500 | &nbsp;&nbsp; 520580 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-C7, Class C, 3.92%, 12/15/72<sup>(c)</sup> | 200 | &nbsp;&nbsp; 181927 |
| &nbsp;&nbsp;&nbsp; Series 2019-GC41, Class A5, 2.87%, 08/10/56 | 1000 | &nbsp;&nbsp; 940601 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, 04/15/51<sup>(c)</sup> | 681 | &nbsp;&nbsp; 675278 |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class B, 4.45%, 04/15/51<sup>(c)</sup> | 250 | &nbsp;&nbsp; 238969 |
| &nbsp;&nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/53 | 500 | &nbsp;&nbsp; 454042 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2018-GS10, <br> Class A5, 4.16%, 07/10/51<sup>(c)</sup><br>| 511 | &nbsp;&nbsp; 506123 |
| &nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, <br> Series 2017-C7, Class A5, 3.41%, 10/15/50<br>| 1021 | &nbsp;&nbsp; 1004322 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, <br> Series 2025-5C2, Class A3, 5.11%, 11/15/58<br>| 75 | &nbsp;&nbsp; 75994 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-H3, Class A4, 3.91%, 07/15/51 | 322 | &nbsp;&nbsp; 317591 |
| &nbsp;&nbsp;&nbsp; Series 2019-L3, Class AS, 3.49%, 11/15/52 | 132 | &nbsp;&nbsp; 124399 |
| &nbsp;&nbsp;&nbsp; Series 2020-L4, Class AS, 2.88%, 02/15/53 | 500 | &nbsp;&nbsp; 456357 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-C43, Class AS, 4.15%, 03/15/51<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98297 |
| &nbsp;&nbsp;&nbsp; Series 2018-C47, Class A4, 4.44%, 09/15/61 | 442 | &nbsp;&nbsp; 441152 |
| &nbsp;&nbsp;&nbsp; Series 2019-C49, Class A5, 4.02%, 03/15/52 | 655 | &nbsp;&nbsp; 646328 |
| &nbsp;&nbsp;&nbsp; Series 2020-C56, Class A5, 2.45%, 06/15/53 | 530 | &nbsp;&nbsp; 488041 |
| &nbsp;&nbsp;&nbsp; Series 2020-C58, Class A4, 2.09%, 07/15/53 | 481 | &nbsp;&nbsp; 429226 |
| **Total Non-Agency Mortgage-Backed Securities — 0.7%** <br>**(Cost: $24,752,058)** | **Total Non-Agency Mortgage-Backed Securities — 0.7%** <br>**(Cost: $24,752,058)** | &nbsp;&nbsp; 23806217 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 0.1%** | **Capital Trusts — 0.1%** | **Capital Trusts — 0.1%** |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| Apollo Global Management, Inc., 6.00%, 12/15/54<sup>(c)</sup> | 80 | &nbsp;&nbsp; 75008 |
| **Electric Utilities**<sup>(c)</sup> **— 0.1%** | **Electric Utilities**<sup>(c)</sup> **— 0.1%** |  |
| Alliant Energy Corp., 5.75%, 04/01/56 | 50 | &nbsp;&nbsp; 48613 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 12/15/54 | 50 | &nbsp;&nbsp; 52993 |
| &nbsp;&nbsp;&nbsp; Series C, 5.80%, 03/15/56<sup>(a)</sup> | 175 | &nbsp;&nbsp; 172868 |
| &nbsp;&nbsp;&nbsp; Series D, 6.05%, 03/15/56 | 150 | &nbsp;&nbsp; 148661 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/55<sup>(a)</sup> | 30 | &nbsp;&nbsp; 30336 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/56 | 50 | &nbsp;&nbsp; 49555 |
| &nbsp;&nbsp;&nbsp; Series B, 6.85%, 02/15/55<sup>(a)</sup> | 75 | &nbsp;&nbsp; 78582 |
| CMS Energy Corp., 6.50%, 06/01/55 | 40 | &nbsp;&nbsp; 40721 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/55 | 125 | &nbsp;&nbsp; 126914 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 | 90 | &nbsp;&nbsp; 89426 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** |  |
| Dominion Energy, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/15/56 | 75 | &nbsp;&nbsp; $74340 |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 06/01/54 | 100 | &nbsp;&nbsp; 105769 |
| Duke Energy Corp., 6.45%, 09/01/54 | 100 | &nbsp;&nbsp; 103264 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/56 | 50 | &nbsp;&nbsp; 49334 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/15/56 | 25 | &nbsp;&nbsp; 24673 |
| Evergy, Inc., 6.65%, 06/01/55 | 50 | &nbsp;&nbsp; 50337 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.38%, <br> 08/15/55<br>| 150 | &nbsp;&nbsp; 152813 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54 | 145 | &nbsp;&nbsp; 146561 |
| &nbsp;&nbsp;&nbsp; 6.55%, 04/01/55 | 75 | &nbsp;&nbsp; 74665 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/56 | 100 | &nbsp;&nbsp; 100450 |
| Sierra Pacific Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/55<sup>(a)</sup> | 25 | &nbsp;&nbsp; 24316 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/15/56 | 25 | &nbsp;&nbsp; 24796 |
| Southern Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/58<sup>(a)</sup> | 50 | &nbsp;&nbsp; 50251 |
| &nbsp;&nbsp;&nbsp; Series 2025, 6.38%, 03/15/55 | 50 | &nbsp;&nbsp; 51427 |
| WEC Energy Group, Inc., 5.63%, 05/15/56 | 25 | &nbsp;&nbsp; 24496 |
| Xcel Energy, Inc., 5.75%, 12/03/56 | 50 | &nbsp;&nbsp; 48809 |
|  |  | &nbsp;&nbsp; 1944970 |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** |  |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | 87 | &nbsp;&nbsp; 90627 |
| **Insurance — 0.0%** | **Insurance — 0.0%** |  |
| Athene Holding Ltd., 6.88%, 06/28/55<sup>(c)</sup> | 50 | &nbsp;&nbsp; 46747 |
| Corebridge Financial, Inc., 6.38%, 09/15/54<sup>(c)</sup> | 75 | &nbsp;&nbsp; 73712 |
| Equitable Holdings, Inc., 6.70%, 03/28/55<sup>(a)(c)</sup> | 40 | &nbsp;&nbsp; 40368 |
| MetLife, Inc., 6.40%, 12/15/66 | 104 | &nbsp;&nbsp; 106188 |
| Prudential Financial, Inc., 6.50%, 03/15/54<sup>(a)(c)</sup> | 100 | &nbsp;&nbsp; 102435 |
|  |  | &nbsp;&nbsp; 369450 |
| **Multi-Utilities**<sup>(c)</sup> **— 0.0%** | **Multi-Utilities**<sup>(c)</sup> **— 0.0%** |  |
| NiSource, Inc., 5.75%, 07/15/56 | 50 | &nbsp;&nbsp; 49239 |
| Spire, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/56 | 50 | &nbsp;&nbsp; 49443 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/01/56 | 50 | &nbsp;&nbsp; 49870 |
|  |  | &nbsp;&nbsp; 148552 |
| **Oil, Gas & Consumable Fuels**<sup>(c)</sup> **— 0.0%** | **Oil, Gas & Consumable Fuels**<sup>(c)</sup> **— 0.0%** |  |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 5.88%, 03/15/56 | 100 | &nbsp;&nbsp; 98476 |
| &nbsp;&nbsp;&nbsp; Series B, 6.20%, 03/15/56 | 50 | &nbsp;&nbsp; 49775 |
|  |  | &nbsp;&nbsp; 148251 |
|  |  | &nbsp;&nbsp; 2776858 |
| **Total Preferred Securities — 0.1%** <br>**(Cost: $2,809,474)** | **Total Preferred Securities — 0.1%** <br>**(Cost: $2,809,474)** | &nbsp;&nbsp; 2776858 |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Agency Obligations — 0.3%** | **Agency Obligations — 0.3%** |  |
| Fannie Mae |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/29 | 909 | &nbsp;&nbsp; 972896 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/15/30 | 1698 | &nbsp;&nbsp; 1888284 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/30 | 3487 | &nbsp;&nbsp; 3937344 |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/05/30 | 1191 | &nbsp;&nbsp; 1046754 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/30 | 53 | &nbsp;&nbsp; 58910 |
| Federal Home Loan Bank, 5.50%, 07/15/36 | 370 | &nbsp;&nbsp; 402848 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/31 | 477 | &nbsp;&nbsp; 535866 |

---

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Agency Obligations (continued)** | **Agency Obligations (continued)** |  |
| Federal Home Loan Mortgage Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/32 | 562 | &nbsp;&nbsp; $627139 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/31 | 70 | &nbsp;&nbsp; 61239 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/36 | 359 | &nbsp;&nbsp; 397979 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | 74 | &nbsp;&nbsp; 61614 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/55 | 50 | &nbsp;&nbsp; 49226 |
|  |  | &nbsp;&nbsp; 10040099 |
| **Commercial Mortgage-Backed Securities — 0.7%** | **Commercial Mortgage-Backed Securities — 0.7%** |  |
| Fannie Mae-Aces |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-M15, Class A2, 2.97%, 09/25/27<sup>(c)</sup> | 538 | &nbsp;&nbsp; 531376 |
| &nbsp;&nbsp;&nbsp; Series 2018-M12, Class A2, 3.65%, 08/25/30<sup>(c)</sup> | 460 | &nbsp;&nbsp; 450060 |
| &nbsp;&nbsp;&nbsp; Series 2019-M22, Class A2, 2.52%, 08/25/29 | 675 | &nbsp;&nbsp; 642204 |
| &nbsp;&nbsp;&nbsp; Series 2019-M9, Class A2, 2.94%, 06/25/29 | 491 | &nbsp;&nbsp; 475351 |
| &nbsp;&nbsp;&nbsp; Series 2020-M46, Class A2, 1.32%, 05/25/30 | 904 | &nbsp;&nbsp; 817700 |
| &nbsp;&nbsp;&nbsp; Series 2021-M13, Class A2, 1.60%, 04/25/31<sup>(c)</sup> | 724 | &nbsp;&nbsp; 638160 |
| &nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(c)</sup> | 511 | &nbsp;&nbsp; 451945 |
| &nbsp;&nbsp;&nbsp; Series 2021-M2S, Class A2, 1.81%, 10/25/31<sup>(c)</sup> | 1470 | &nbsp;&nbsp; 1300396 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through <br> Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series K066, Class A2, 3.12%, 06/25/27 | 591 | &nbsp;&nbsp; 584747 |
| &nbsp;&nbsp;&nbsp; Series K088, Class A2, 3.69%, 01/25/29 | 87 | &nbsp;&nbsp; 85971 |
| &nbsp;&nbsp;&nbsp; Series K093, Class A2, 2.98%, 05/25/29 | 2951 | &nbsp;&nbsp; 2857819 |
| &nbsp;&nbsp;&nbsp; Series K101, Class A2, 2.52%, 10/25/29 | 960 | &nbsp;&nbsp; 909526 |
| &nbsp;&nbsp;&nbsp; Series K110, Class A2, 1.48%, 04/25/30 | 450 | &nbsp;&nbsp; 406690 |
| &nbsp;&nbsp;&nbsp; Series K111, Class A2, 1.35%, 05/25/30 | 171 | &nbsp;&nbsp; 153173 |
| &nbsp;&nbsp;&nbsp; Series K123, Class A2, 1.62%, 12/25/30 | 1698 | &nbsp;&nbsp; 1513697 |
| &nbsp;&nbsp;&nbsp; Series K126, Class A2, 2.07%, 01/25/31 | 1856 | &nbsp;&nbsp; 1685905 |
| &nbsp;&nbsp;&nbsp; Series K130, Class A2, 1.72%, 06/25/31 | 500 | &nbsp;&nbsp; 442841 |
| &nbsp;&nbsp;&nbsp; Series K-1521, Class A2, 2.18%, 08/25/36 | 813 | &nbsp;&nbsp; 648990 |
| &nbsp;&nbsp;&nbsp; Series K-156, Class A2, 4.43%, 02/25/33<sup>(c)</sup> | 1500 | &nbsp;&nbsp; 1498104 |
| &nbsp;&nbsp;&nbsp; Series K-159, Class A2, 4.50%, 07/25/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 500070 |
| &nbsp;&nbsp;&nbsp; Series K-162, Class A2, 5.15%, 12/25/33<sup>(c)</sup> | 500 | &nbsp;&nbsp; 519746 |
| &nbsp;&nbsp;&nbsp; Series K-165, Class A2, 4.49%, 09/25/34 | 500 | &nbsp;&nbsp; 497655 |
| &nbsp;&nbsp;&nbsp; Series K-170, Class A2, 5.00%, 02/25/35<sup>(c)</sup> | 900 | &nbsp;&nbsp; 926072 |
| &nbsp;&nbsp;&nbsp; Series K-171, Class A2, 4.40%, 06/25/35<sup>(c)</sup> | 100 | &nbsp;&nbsp; 98445 |
| &nbsp;&nbsp;&nbsp; Series K-172, Class A2, 4.58%, 08/25/35<sup>(c)</sup> | 500 | &nbsp;&nbsp; 498661 |
| &nbsp;&nbsp;&nbsp; Series K518, Class A2, 5.40%, 01/25/29 | 4000 | &nbsp;&nbsp; 4126493 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | 488 | &nbsp;&nbsp; 472628 |
| &nbsp;&nbsp;&nbsp; Series K-752, Class A2, 4.28%, 07/25/30 | 4000 | &nbsp;&nbsp; 4003323 |
|  |  | &nbsp;&nbsp; 27737748 |
| **Mortgage-Backed Securities — 24.9%** | **Mortgage-Backed Securities — 24.9%** |  |
| Fannie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | 141 | &nbsp;&nbsp; 127571 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 - 02/01/57 | 527 | &nbsp;&nbsp; 500729 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/51 | 820 | &nbsp;&nbsp; 750148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.53%), 6.36%, <br> 05/01/43<sup>(c)</sup><br>| 5 | &nbsp;&nbsp; 5140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.54%), 6.25%, <br> 06/01/43<sup>(c)</sup><br>| 8 | &nbsp;&nbsp; 7811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.70%), 6.32%, <br> 08/01/42<sup>(c)</sup><br>| 2 | &nbsp;&nbsp; 1711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.75%), 6.47%, <br> 08/01/41<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 552 |
| &nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.83%), 6.30%, 11/01/40<sup>(c)</sup> | 1 | &nbsp;&nbsp; 572 |
| Freddie Mac Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/27 - 10/01/47 | 5501 | &nbsp;&nbsp; 5020091 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/28 - 01/01/33 | 949 | &nbsp;&nbsp; 915391 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 - 06/01/49 | 5448 | &nbsp;&nbsp; 5119723 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 - 04/01/49 | 214 | &nbsp;&nbsp; 217791 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 - 01/01/49 | 1889 | &nbsp;&nbsp; 1815264 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Freddie Mac Mortgage-Backed Securities (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/35 - 01/01/39 | 7 | &nbsp;&nbsp; $7041 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/38 - 01/01/49 | 795 | &nbsp;&nbsp; 783006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.64%), 6.25%, <br> 08/01/41<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12-mo. RFUCCT US + 1.85%), 6.44%, <br> 09/01/40<sup>(c)</sup><br>| 1 | &nbsp;&nbsp; 1139 |
| Ginnie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/32 - 04/21/56<sup>(h)</sup> | 28328 | &nbsp;&nbsp; 28589399 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/35 - 04/21/56<sup>(h)</sup> | 14656 | &nbsp;&nbsp; 14938231 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/36 - 12/20/55<sup>(h)</sup> | 6735 | &nbsp;&nbsp; 7006994 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/39 - 04/21/56<sup>(h)</sup> | 18563 | &nbsp;&nbsp; 18021164 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/39 - 04/21/56<sup>(h)</sup> | 27604 | &nbsp;&nbsp; 27408577 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/41 - 04/21/56<sup>(h)</sup> | 15056 | &nbsp;&nbsp; 14226663 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/42 - 04/21/56<sup>(h)</sup> | 22657 | &nbsp;&nbsp; 21072353 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/43 - 04/21/56<sup>(h)</sup> | 30139 | &nbsp;&nbsp; 27026406 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/45 - 04/21/56<sup>(h)</sup> | 36188 | &nbsp;&nbsp; 31125650 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/50 - 04/21/56<sup>(h)</sup> | 35416 | &nbsp;&nbsp; 29272084 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/20/51 | 135 | &nbsp;&nbsp; 107237 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/27 - 04/13/56<sup>(h)</sup> | 65554 | &nbsp;&nbsp; 58713552 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/28 - 04/13/56<sup>(h)</sup> | 128431 | &nbsp;&nbsp; 110306167 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/28 - 04/13/56<sup>(h)</sup> | 42916 | &nbsp;&nbsp; 39871806 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/32 | 1 | &nbsp;&nbsp; 1265 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/32 - 04/13/56<sup>(h)</sup> | 44117 | &nbsp;&nbsp; 42216566 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/32 - 04/13/56<sup>(h)</sup> | 24248 | &nbsp;&nbsp; 25324640 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 - 04/13/56<sup>(h)</sup> | 51101 | &nbsp;&nbsp; 50652323 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/34 - 04/13/56<sup>(h)</sup> | 53815 | &nbsp;&nbsp; 55252730 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 - 04/13/56<sup>(h)(i)</sup> | 204840 | &nbsp;&nbsp; 171166185 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 - 11/01/51<sup>(h)</sup> | 23815 | &nbsp;&nbsp; 19796748 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/36 - 04/13/56<sup>(h)</sup> | 68770 | &nbsp;&nbsp; 69534100 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/39 - 04/13/56<sup>(h)</sup> | 28497 | &nbsp;&nbsp; 27718088 |
|  |  | &nbsp;&nbsp; 904623401 |
| **Total U.S. Government Sponsored Agency Securities — 25.9%** <br>**(Cost: $1,001,756,716)** | **Total U.S. Government Sponsored Agency Securities — 25.9%** <br>**(Cost: $1,001,756,716)** | &nbsp;&nbsp; 942401248 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28<sup>(a)</sup> | 1529 | &nbsp;&nbsp; 1582814 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 | 1021 | &nbsp;&nbsp; 1084972 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 - 02/15/56 | 46712 | &nbsp;&nbsp; 45768691 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 - 05/15/45 | 6595 | &nbsp;&nbsp; 6766201 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/38 - 08/15/43 | 7040 | &nbsp;&nbsp; 6761975 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/38 - 11/15/54 | 17038 | &nbsp;&nbsp; 16164705 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/39 | 1139 | &nbsp;&nbsp; 1027592 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 - 08/15/54 | 18531 | &nbsp;&nbsp; 16821753 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 - 11/15/55<sup>(a)</sup> | 42749 | &nbsp;&nbsp; 41115559 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 - 08/15/40 | 17049 | &nbsp;&nbsp; 10679574 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 - 05/15/43 | 9857 | &nbsp;&nbsp; 8765104 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 - 08/15/50 | 19341 | &nbsp;&nbsp; 10877902 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 - 11/15/51 | 23742 | &nbsp;&nbsp; 14500257 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 - 02/15/52 | 17975 | &nbsp;&nbsp; 11896504 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | 7351 | &nbsp;&nbsp; 4914546 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 - 08/15/51 | 18066 | &nbsp;&nbsp; 10961884 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 - 05/15/51<sup>(a)</sup> | 15457 | &nbsp;&nbsp; 10503251 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 - 08/15/52<sup>(a)</sup> | 33477 | &nbsp;&nbsp; 24733611 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | 4100 | &nbsp;&nbsp; 3378336 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 - 11/15/47 | 7295 | &nbsp;&nbsp; 5246263 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 - 11/15/48<sup>(a)</sup> | 9439 | &nbsp;&nbsp; 7620957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 - 11/15/52 | 9600 | &nbsp;&nbsp; 8421797 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 - 05/15/48 | 7721 | &nbsp;&nbsp; 5973677 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 - 05/15/52 | 19769 | &nbsp;&nbsp; 14285353 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| U.S. Treasury Bonds (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 - 05/15/53<sup>(a)</sup> | 16144 | &nbsp;&nbsp; $13104458 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | 4262 | &nbsp;&nbsp; 3692956 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 - 08/15/53 | 13347 | &nbsp;&nbsp; 11884962 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 - 05/15/46 | 10548 | &nbsp;&nbsp; 7320159 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | 6576 | &nbsp;&nbsp; 6554423 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | 18873 | &nbsp;&nbsp; 8956565 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | 8561 | &nbsp;&nbsp; 4466769 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/27 - 10/31/27 | 18628 | &nbsp;&nbsp; 17853559 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 - 08/15/32 | 26680 | &nbsp;&nbsp; 25231992 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 - 02/28/33 | 95336 | &nbsp;&nbsp; 94533203 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 - 03/31/29 | 9843 | &nbsp;&nbsp; 9560165 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 - 11/15/33<sup>(a)</sup> | 17482 | &nbsp;&nbsp; 17772407 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/31/27 - 08/15/34 | 164611 | &nbsp;&nbsp; 163778741 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27 - 02/15/35 | 48738 | &nbsp;&nbsp; 49844660 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 - 06/30/29 | 9500 | &nbsp;&nbsp; 9383496 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 - 05/15/34 | 44734 | &nbsp;&nbsp; 45329191 |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/31/27 - 09/30/27 | 10858 | &nbsp;&nbsp; 10336786 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 - 11/15/27 | 10350 | &nbsp;&nbsp; 10113015 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 - 08/31/29 | 30248 | &nbsp;&nbsp; 29752952 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 - 12/31/30<sup>(a)</sup> | 82520 | &nbsp;&nbsp; 81781260 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 - 05/15/33<sup>(a)</sup> | 56403 | &nbsp;&nbsp; 55565770 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 - 02/15/33<sup>(a)</sup> | 117634 | &nbsp;&nbsp; 116044434 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/27 - 02/15/36<sup>(a)</sup> | 107491 | &nbsp;&nbsp; 107879712 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/30/27 - 08/15/30 | 26106 | &nbsp;&nbsp; 23622391 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 - 11/15/35<sup>(a)</sup> | 133270 | &nbsp;&nbsp; 132750228 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 - 08/15/35 | 110908 | &nbsp;&nbsp; 111488306 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | 13000 | &nbsp;&nbsp; 12296680 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 - 02/15/31 | 23375 | &nbsp;&nbsp; 21369193 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/31/28 - 08/15/31 | 33285 | &nbsp;&nbsp; 31266629 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 - 05/15/32 | 28110 | &nbsp;&nbsp; 27017811 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | 6786 | &nbsp;&nbsp; 6363466 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 - 11/15/31 | 37304 | &nbsp;&nbsp; 33338812 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 - 10/31/30 | 13250 | &nbsp;&nbsp; 13635010 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/28 - 02/15/30<sup>(a)</sup> | 11635 | &nbsp;&nbsp; 10816801 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | 11000 | &nbsp;&nbsp; 10390273 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 - 07/31/29 | 14249 | &nbsp;&nbsp; 13737431 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/29 - 02/15/32 | 16441 | &nbsp;&nbsp; 14994772 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/30 | 6956 | &nbsp;&nbsp; 6062589 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | 4996 | &nbsp;&nbsp; 4455612 |
| **Total U.S. Treasury Obligations — 45.7%** <br>**(Cost: $1,738,230,951)** | **Total U.S. Treasury Obligations — 45.7%** <br>**(Cost: $1,738,230,951)** | &nbsp;&nbsp; 1664200917 |
| **Total Long-Term Investments — 100.1%** <br>**(Cost: $3,837,974,973)** | **Total Long-Term Investments — 100.1%** <br>**(Cost: $3,837,974,973)** | &nbsp;&nbsp; 3642497485 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 8.4%** | **Money Market Funds — 8.4%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.77%<sup>(j)(k)(l)</sup><br>| 304725018 | &nbsp;&nbsp; 304785963 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.62%<sup>(j)(k)</sup><br>| 100000 | &nbsp;&nbsp; 100000 |
|  |  | &nbsp;&nbsp; 304885963 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **U.S. Government Sponsored Agency Securities — 0.0%** | **U.S. Government Sponsored Agency Securities — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Freddie Mac Mortgage-Backed Securities, 3.00%, <br> 03/01/27<br>| $— <br><sup>(m)</sup><br>| &nbsp;&nbsp; $826 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/26 | — <br><sup>(m)</sup><br>| &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/27 | 1 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/27 | 1 | &nbsp;&nbsp; 538 |
|  |  | &nbsp;&nbsp; 1898 |
| **Total Short-Term Securities — 8.4%** <br>**(Cost: $304,838,546)** | **Total Short-Term Securities — 8.4%** <br>**(Cost: $304,838,546)** | &nbsp;&nbsp; 304887861 |
| **Total Investments Before TBA Sale Commitments — 108.5%** <br>**(Cost: $4,142,813,519)** | **Total Investments Before TBA Sale Commitments — 108.5%** <br>**(Cost: $4,142,813,519)** | &nbsp;&nbsp; 3947385346 |
| **TBA Sale Commitments**<sup>(h)</sup> | **TBA Sale Commitments**<sup>(h)</sup> | **TBA Sale Commitments**<sup>(h)</sup> |
| **Mortgage-Backed Securities — (1.1)%** | **Mortgage-Backed Securities — (1.1)%** |  |
| Ginnie Mae Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/21/56 | (3000)<br>| &nbsp;&nbsp; (2477578)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 04/21/56 | (1000)<br>| &nbsp;&nbsp; (860156)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 04/21/56 | (3000)<br>| &nbsp;&nbsp; (2809729)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 04/21/56 | (3000)<br>| &nbsp;&nbsp; (3019106)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 04/21/56 | (1675)<br>| &nbsp;&nbsp; (1701960)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/55 | (675)<br>| &nbsp;&nbsp; (701481)<br>|
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/16/41 - 04/13/56 | (9000)<br>| &nbsp;&nbsp; (7590394)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 04/13/56 | (5500)<br>| &nbsp;&nbsp; (4623437)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 04/13/56 | (6000)<br>| &nbsp;&nbsp; (5269077)<br>|
| &nbsp;&nbsp;&nbsp; 3.50%, 04/13/56 | (3500)<br>| &nbsp;&nbsp; (3208254)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 04/16/41 | (1250)<br>| &nbsp;&nbsp; (1220667)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 04/13/56 | (1200)<br>| &nbsp;&nbsp; (1183352)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 04/13/56 | (5000)<br>| &nbsp;&nbsp; (5023030)<br>|
| **Total TBA Sale Commitments — (1.1)%** <br>**(Proceeds: $(39901255))** | **Total TBA Sale Commitments — (1.1)%** <br>**(Proceeds: $(39901255))** | &nbsp;&nbsp; (39688221)<br>|
| **Total Investments, Net of TBA Sale Commitments — 107.4%** <br>**(Cost: $4,102,912,264)** | **Total Investments, Net of TBA Sale Commitments — 107.4%** <br>**(Cost: $4,102,912,264)** | &nbsp;&nbsp; 3907697125 |
| **Liabilities in Excess of Other Assets — (7.4)%** | **Liabilities in Excess of Other Assets — (7.4)%** | &nbsp;&nbsp; (269292531)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $3638404594 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> All or a portion of this security is on loan.

<sup>(b)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(c)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(d)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

<sup>(e)</sup> When-issued security.

<sup>(f)</sup> U.S. Government securities held in escrow, are used to pay interest on this security as well as to retire the bond in full at the date indicated, typically at a premium to par. 

<sup>(g)</sup> Security is collateralized by municipal bonds or U.S. Treasury obligations.

<sup>(h)</sup> Represents or includes a TBA transaction.

<sup>(i)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. 

<sup>(j)</sup> Affiliate of the Master Portfolio.

<sup>(k)</sup> Annualized 7-day yield as of period end.

<sup>(l)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities. 

<sup>(m)</sup> Rounds to less than 1,000.

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Master Portfolio for compliance purposes.

Master Portfolio Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Master Portfolio during the period ended March 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*03/31/26*<br>| *Shares* <br>*Held at* <br>*03/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $336833511 | $— | $(31930070 )<sup>(a)</sup><br>| &nbsp;&nbsp; $(57158)<br>| $(60320)<br>| $304785963 | 304725018 | $1593038 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| 100000 |  |  | &nbsp;&nbsp; — |  | 100000 | 100000 | 876 | &nbsp;&nbsp; — |
|  |  |  |  | &nbsp;&nbsp; $(57158)<br>| $(60320)<br>| $304885963 |  | $1593914 | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of collateral investment fees, and other payments to and from borrowers of securities. 

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Unadjusted price quotations in active markets/exchanges that the Master Portfolio has the ability to access for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Master Portfolio's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Master Portfolio's financial instruments categorized in the fair value hierarchy. The breakdown of the Master Portfolio's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $10255817 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $10255817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 892715925 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 892715925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 91134700 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 91134700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15205803 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15205803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23806217 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23806217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2776858 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2776858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 942401248 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 942401248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1664200917 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1664200917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 304885963 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 304885963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1898 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1898 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39688221)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39688221)<br>|
|  | &nbsp;&nbsp; $304885963 | &nbsp;&nbsp;&nbsp;&nbsp; $3602811162 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3907697125 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**U.S. Total Bond Index Master Portfolio** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| AGM | Assured Guaranty Municipal Corp. |
| ARB | Airport Revenue Bonds  |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| BMO | BMO Capital Markets |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company  |
| GO | General Obligation Bonds |
| GOL | General Obligation Ltd. |
| M/F | Multi-Family |
| MSCI | Morgan Stanley Capital International |
| NPFGC | National Public Finance Guarantee Corp. |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| RFUCCT | Refinitiv USD IBOR Consumer Cash Fallbacks Term |
| SAB | Special Assessment Bonds |
| SAP | Subject to Appropriations |
| SCA | Societe en Commandite par Actions |
| SOFR | Secured Overnight Financing Rate  |
| TBA | To-Be-Announced |

---

Master Portfolio Schedule of Investments

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Master Investment Portfolio

- **b. Investment Company Act file number:** 811-08162

- **c. CIK number of Registrant:** 0000915092

- **d. LEI of Registrant:** 5493004HQXF0DFT60U28

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** U.S. Total Bond Index Master Portfolio

- **b. EDGAR series identifier (if any):** S000004287

- **c. LEI of Series:** 549300QI52DSLLI6VD30

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $4151122691.94

**Total Liabilities:** $504263623.61

**Net Assets:** $3646859068.33

**Delayed Delivery Securities:** $643651.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16.32000000 | **1-Year:** 35344.77000000 | **5-Year:** 558572.15000000 | **10-Year:** 277273.15000000 | **30-Year:** 297106.68000000

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

- **3-Month:** 2450.51000000 | **1-Year:** 0.00000000 | **5-Year:** 15.25000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012009 | 0.22%                | 1.73%                | -1.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $563441.43               | $-3270197.03                               |
| Month 2  | $378151.43               | $49561429.92                               |
| Month 3  | $-9283774.68             | $-71138108.82                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87217.21     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39203.28     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74721.70     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145391.43    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51085.13     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86114.55     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66843.13     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90504.64     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33015.49     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69148.80     | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62437.85     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51276.89     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102936.06    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86793.32     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73759.64     | 0.00%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37005.44     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52276.55     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46684.28     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63058.10     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42610.00     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41102.95     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37611.64     | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100606.32    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101800.93    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $50226.51     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    127000 | PA      | $112354.38    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60549.05     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90502.46     | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $73718.34     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $75032.40     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124510.05    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40334.13     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    655000 | PA      | $620850.45    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252069.52    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242071.45    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80460.87     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $360174.20    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199017.01    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372621.26    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44807.15     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350313.58    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279395.57    | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105935.85    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439872.90    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    341000 | PA      | $311822.10    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $193919.55    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205960.11    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134561.77    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75978.37     | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62240.80     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285861.77    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349449.89    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    711000 | PA      | $466228.57    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    974000 | PA      | $633452.81    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    720000 | PA      | $466545.29    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $380806.81    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    778000 | PA      | $525360.64    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332310.32    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151239.42    | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151947.97    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177260.67    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98296.86     | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146332.95    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142004.93    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210674.07    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148487.83    | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148579.06    | 0.00%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148200.27    | 0.00%             | 2036-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121808.68    | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146761.39    | 0.00%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    102000 | PA      | $95463.63     | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    137000 | PA      | $102003.45    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88079.27     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    384000 | PA      | $377248.44    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275376.68    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79939.58     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87380.70     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70135.49     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296431.88    | 0.01%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344455.32    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342529.70    | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342250.44    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339397.18    | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343184.49    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341161.56    | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210809.95    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    299000 | PA      | $289159.53    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    427000 | PA      | $380811.83    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113366.16    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    214000 | PA      | $183697.64    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153333.83    | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    327000 | PA      | $327903.75    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $626642.64    | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    483000 | PA      | $423940.85    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $527626.45    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203896.49    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179876.05    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    214000 | PA      | $194506.75    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    116000 | PA      | $103714.39    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279418.39    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224738.60    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    331000 | PA      | $335950.01    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68133.90     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315102.81    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128734.00    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151365.44    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152992.31    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157738.35    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83731.50     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94361.45     | 0.00%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68984.23     | 0.00%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147251.67    | 0.00%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78489.50     | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34230.26     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126598.02    | 0.00%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168340.12    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44597.11     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126289.27    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79853.05     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124149.38    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138350.75    | 0.00%             | 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        |    200000 | PA      | $193369.93    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    206000 | PA      | $190437.32    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85592.17     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50814.81     | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50068.31     | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101225.72    | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.84    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65432.89     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     79000 | PA      | $55460.05     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    345000 | PA      | $341313.35    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148502.36    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150181.15    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    427000 | PA      | $411023.57    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $499524.17    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    195000 | PA      | $172526.29    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $119517.76    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153684.21    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $157632.97    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152823.57    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149271.13    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149703.73    | 0.00%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145788.40    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151035.00    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152361.78    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147320.77    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $144892.12    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $44761.85     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73139.25     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70488.55     | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50315.93     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                        | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199551.94    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46795.66     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50775.43     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77220.49     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99027.15     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161642.66    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    175000 | PA      | $189086.51    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72724.67     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     76000 | PA      | $63959.99     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46852.54     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73926.49     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 008281BL0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $24576.59     | 0.00%             | 2031-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $504147.49    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $606090.46    | 0.02%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $296197.64    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $225607.59    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $250201.96    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $202289.89    | 0.01%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $68593.52     | 0.00%             | 2036-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105102.03    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45249.86     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105836.32    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174638.22    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49233.71     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     50000 | PA      | $42458.86     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     30000 | PA      | $29712.22     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     80000 | PA      | $81698.22     | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     25000 | PA      | $25650.46     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                       | Airbnb Inc                                                                      | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74901.10     | 0.00%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                       | Airbnb Inc                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74831.00     | 0.00%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                       | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75075.95     | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68950.44     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82559.49     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65990.73     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81812.17     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177136.41    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202236.46    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50450.49     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50106.91     | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71268.26     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64001.40     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    111000 | PA      | $68687.57     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68288.85     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70524.59     | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100975.32    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101387.08    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150179.46    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25082.77     | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25324.60     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $198025.65    | 0.01%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    171000 | PA      | $183313.48    | 0.01%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66820.75     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71599.56     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45177.22     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44792.81     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    104000 | PA      | $67166.72     | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62943.04     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91865.81     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99355.82     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96071.07     | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26428.44     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35281.55     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49488.01     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23082.10     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78741.65     | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96240.40     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $337104.40    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $304245.93    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $203247.20    | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $195800.56    | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106625.54    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $49681.69     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     87000 | PA      | $72621.16     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    141000 | PA      | $130041.95    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $73553.96     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $23319.64     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     25000 | PA      | $25053.55     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    102000 | PA      | $82568.31     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     73000 | PA      | $61074.39     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     52000 | PA      | $43955.79     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $33922.54     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $94566.98     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $60809.75     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     40000 | PA      | $38989.23     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $46486.75     | 0.00%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     50000 | PA      | $49766.83     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     75000 | PA      | $73243.22     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $244500.00    | 0.01%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197424.00    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    249000 | PA      | $205664.04    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $147036.00    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    284000 | PA      | $190583.88    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $127130.00    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204716.00    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205890.00    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    121000 | PA      | $117422.18    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    171000 | PA      | $112508.42    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24643.94     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51028.40     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $83793.29     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40829.46     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48612.79     | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43835.27     | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2067247.59   | 0.06%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9194000 | PA      | $8455378.59   | 0.23%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $805234.37    | 0.02%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2077867.11   | 0.06%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2101562.50   | 0.06%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2202000 | PA      | $2102835.90   | 0.06%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8300000 | PA      | $7288889.44   | 0.20%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381000 | PA      | $366732.21    | 0.01%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9725000 | PA      | $8914363.19   | 0.24%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1101000 | PA      | $1075163.12   | 0.03%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8510000 | PA      | $8029386.18   | 0.22%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426000 | PA      | $422931.56    | 0.01%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4892000 | PA      | $4720807.74   | 0.13%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139000 | PA      | $140014.98    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8517437 | PA      | $8399271.53   | 0.23%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4325000 | PA      | $4344920.56   | 0.12%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4077312.00   | 0.11%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925000 | PA      | $956916.00    | 0.03%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165397.29    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45039.99     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79302.38     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $126841.59    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86826.58     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20429.85     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50982.56     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94121.36     | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340643.27    | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207536.91    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52151.34     | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110319.58    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49113.93     | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    162000 | PA      | $142452.97    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    159000 | PA      | $106093.07    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $182405.55    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $129240.28    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113243.25    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104216.94    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147536.36    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160515.62    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157357.00    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44854.14     | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198636.70    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84513.74     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419874.66    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220002.89    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464736.71    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358591.74    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252808.41    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233366.99    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187633.58    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373393.66    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317429.24    | 0.01%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174437.11    | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222826.91    | 0.01%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81460.87     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     71000 | PA      | $58986.93     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    226000 | PA      | $209416.37    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109867.42    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95768.30     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258015.00    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290863.67    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120408.06    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    114000 | PA      | $89070.73     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    208000 | PA      | $182518.04    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129074.06    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    155000 | PA      | $106694.91    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    121000 | PA      | $84507.68     | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26074.77     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50413.30     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71696.22     | 0.00%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49783.95     | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74729.52     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    204000 | PA      | $206217.55    | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    137000 | PA      | $128032.15    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444555.26    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    296000 | PA      | $266400.24    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319844.58    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $266053.80    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $330149.62    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    211000 | PA      | $188475.81    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    271000 | PA      | $158200.72    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    221000 | PA      | $120658.90    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    291000 | PA      | $276869.60    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    341000 | PA      | $305584.77    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $176827.02    | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $261389.37    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    221000 | PA      | $137086.18    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248116.24    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    238000 | PA      | $233350.16    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    354000 | PA      | $337302.17    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    304000 | PA      | $233090.23    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    121000 | PA      | $90247.82     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405984.36    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404585.87    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233995.53    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321191.81    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166912.13    | 0.00%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402024.80    | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334344.01    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212589.38    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323962.77    | 0.01%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323357.14    | 0.01%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421867.61    | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183219.45    | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376536.77    | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249135.08    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269783.02    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170557.26    | 0.00%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323095.24    | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     50000 | PA      | $45218.64     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74986.84     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40979.91     | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109699.88    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50301.99     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100935.79    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85973.38     | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49540.64     | 0.00%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48610.92     | 0.00%             | 2036-03-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                              | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51230.54     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $194810.57    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162266.55    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50788.64     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75814.93     | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48658.80     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70230.08     | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49532.15     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41649.22     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     53000 | PA      | $35419.23     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85629.50     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50382.14     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50246.47     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72084.32     | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121524.24    | 0.00%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $108115.00    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208678.00    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    229000 | PA      | $196179.72    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $163186.00    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    244000 | PA      | $237329.04    | 0.01%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197596.00    | 0.01%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56750 | PA      | $55175.29     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50852 | PA      | $49542.67     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                           | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52621 | PA      | $51988.61     | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115327 | PA      | $107390.50    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 25-1A PTT                                                           | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145950.20    | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138907 | PA      | $124118.12    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     75000 | PA      | $67605.80     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     75000 | PA      | $74380.97     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86779.20     | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68627.75     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32817.51     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101850.14    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105564.64    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33066.35     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76539.63     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52992.60     | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172867.63    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148661.22    | 0.00%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49725.06     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75773.64     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97488.61     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    217000 | PA      | $180018.21    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185425.96    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85660.53     | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99484.37     | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195086.30    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143323.49    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145219.83    | 0.00%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101703.67    | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51097.57     | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80565.65     | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51767.90     | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102965.16    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267280.88    | 0.01%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176625.26    | 0.00%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.49    | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223949.92    | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150948.19    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152497.63    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180866.08    | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174875.03    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230420.20    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217554.55    | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149041.96    | 0.00%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108860.93    | 0.00%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1030918.60   | 0.03%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100975.77    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251101.50    | 0.01%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503739.15    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64366.86     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33576.49     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43274.40     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88526.67     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81550.67     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220393.54    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59489.03     | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303194.55    | 0.01%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51918.64     | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51219.07     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82661.66     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50331.42     | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251141.57    | 0.01%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100249.71    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148645.91    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49929.13     | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49560.84     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49978.77     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49975.46     | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49050.91     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25010.37     | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75144.02     | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74379.08     | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73889.13     | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49389.06     | 0.00%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49008.29     | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48240.99     | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    171000 | PA      | $171856.41    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     35000 | PA      | $30798.80     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     25000 | PA      | $16394.33     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     70000 | PA      | $64621.99     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $38040.47     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     50000 | PA      | $50437.50     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     75000 | PA      | $75026.37     | 0.00%             | 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              |  | US        |     50000 | PA      | $49252.03     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     25000 | PA      | $25091.44     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42748.06     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91847.33     | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88356.35     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148377.60    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70465.63     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70674.68     | 0.00%             | 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        |     25000 | PA      | $25251.16     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142796.69    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $124763.02    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $74197.13     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $98507.60     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     87000 | PA      | $85561.10     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    187000 | PA      | $182519.77    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $53838.72     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     93000 | PA      | $87287.74     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    141000 | PA      | $126894.89    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    182000 | PA      | $116844.42    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $88256.64     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $47367.46     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $123416.22    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    104000 | PA      | $94364.29     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    124000 | PA      | $109165.21    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     79000 | PA      | $75683.40     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $71220.61     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $72295.93     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $40692.73     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $41105.30     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $87657.08     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $104734.37    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25423.73     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25414.07     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $50582.80     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $50452.11     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $75677.23     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $100648.70    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $73696.02     | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44484.27     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43218.86     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72312.34     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85462.80     | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64731.24     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254434.42    | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63587.93     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84617.19     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68106.06     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93874.07     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34800.14     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138624.64    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $103522.81    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88586.61     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47389.78     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50824.69     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101608.11    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107622.52    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75153.72     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     50000 | PA      | $47543.76     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |     25000 | PA      | $24730.62     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72200.54     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128033.87    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41248.42     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66225.47     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    137000 | PA      | $124935.15    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50417.46     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25086.73     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76022.85     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100714.33    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49304.30     | 0.00%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29497.33     | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73480.80     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34253.29     | 0.00%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49578.10     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50871.96     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25830.80     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99730.29     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109032.02    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    141000 | PA      | $130404.59    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82482.48     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210865.49    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72915.30     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335587.10    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98438.47     | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132998.79    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $120333.34    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92866.17     | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180591.62    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $41920.44     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207682.44    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $136201.66    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141433.31    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $154215.84    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67973.20     | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46619.19     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174042.64    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326910.43    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318483.51    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99622.02     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436301.48    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354258.16    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374573.20    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325260.10    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    495000 | PA      | $479428.36    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298190.57    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73971.90     | 0.00%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49126.53     | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120029.66    | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29082.73     | 0.00%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100203.88    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160872.63    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72773.58     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25185.47     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25528.58     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51090.20     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99872.93     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47809.84     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75219.18     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94429.24     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44665.74     | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123155.45    | 0.00%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165916.29    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178900.18    | 0.00%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183126.23    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122320.63    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110285.31    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    149000 | PA      | $106823.13    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    165000 | PA      | $104833.50    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24785.59     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51008.25     | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47455.03     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75118.58     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50157.71     | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79752.82     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $190932.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $191500.00    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    647000 | PA      | $630160.44    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $884950.90    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    147000 | PA      | $184735.72    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $91389.97     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224518.36    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437027.24    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    271000 | PA      | $271653.05    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166889.03    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $174441.55    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159216.45    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86290.10     | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84456.54     | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    348000 | PA      | $352423.79    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.82    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88156.64     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    297000 | PA      | $287001.13    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97397.29     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122992.49    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $98428.39     | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | Antero Resources Corp                                                           | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49168.10     | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169035.94    | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $137548.14    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198666.51    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66131.53     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71236.46     | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94674.47     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     96000 | PA      | $61438.32     | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    136000 | PA      | $123911.21    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109189.82    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118007.68    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58535.64     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     81000 | PA      | $65248.36     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103058.06    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.79     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71308.82     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75983.19     | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113046.80    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70449.92     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125774.33    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109819.37    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141784.47    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119523.37    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74348.68     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73867.57     | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171437.26    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95089.03     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171786.15    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167830.01    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93109.46     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     87000 | PA      | $75961.52     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $60660.51     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     59000 | PA      | $52625.20     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     55000 | PA      | $54054.66     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    131000 | PA      | $95524.95     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $170996.13    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     25000 | PA      | $25603.14     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102125.58    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102031.44    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204246.84    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $187888.00    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25669.20     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50102.66     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126397.99    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79435.65     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93139.68     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75007.97     | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72637.88     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49530.14     | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50044.39     | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102319.16    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101167.80    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50191.76     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49379.38     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73820.07     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121940.84    | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55629.59     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71318.81     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97269.14     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49697.41     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97441.49     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51445.78     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248013.86    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77833.21     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    231000 | PA      | $176515.40    | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    237000 | PA      | $207407.78    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86620.47     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    438000 | PA      | $393638.09    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $182575.22    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72858.82     | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255109.97    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24730.26     | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217807.19    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231974.74    | 0.01%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    214000 | PA      | $165534.06    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168658.60    | 0.00%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    212000 | PA      | $199881.52    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    214000 | PA      | $140163.43    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217670.38    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    206000 | PA      | $126045.81    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132843.46    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    177000 | PA      | $102136.05    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    171000 | PA      | $91122.34     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428543.28    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    427000 | PA      | $381071.04    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70923.47     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    414000 | PA      | $250552.44    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    177000 | PA      | $101043.84    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $443986.85    | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61702.23     | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122488.40    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $98399.78     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195346.41    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190434.89    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116411.93    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114221.06    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    880000 | PA      | $881048.82    | 0.02%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80196.36     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580824.48    | 0.02%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92023.66     | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100109.46    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100517.07    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101433.49    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101611.73    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78243.39     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169559.56    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109873.46    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64804.05     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54893.64     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86515.50     | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49023.63     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97138.80     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100580.23    | 0.00%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35343.41     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69420.47     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136250.68    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46472.35     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49553.10     | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     87000 | PA      | $70089.08     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    171000 | PA      | $105490.12    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46832.16     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $203897.16    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204082.09    | 0.01%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60924.15     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     79000 | PA      | $85900.31     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $106328.02    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $74741.81     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $51525.63     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $55185.94     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52587.83     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $50863.33     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $71534.19     | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67651.90     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143785.75    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61123.76     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98733.14     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32897.85     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     66000 | PA      | $54546.28     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    121000 | PA      | $91983.59     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84295.93     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74872.25     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    178000 | PA      | $168069.63    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    137000 | PA      | $118554.64    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48679.98     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236666.67    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200986.99    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98663.93     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68751.71     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24037.43     | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24167.23     | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81162.71     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61115.94     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40413.68     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67777.67     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81760.69     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     64000 | PA      | $43866.82     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33203.01     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107122.52    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153826.79    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25873.53     | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63955.12     | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54074.62     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62732.48     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25627.71     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50512.97     | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76416.94     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63229.01     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75588.42     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304733.37    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57551.85     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70192.05     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50534.16     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40095.22     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148784.74    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168033.06    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    157000 | PA      | $124751.27    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24862.71     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79209.92     | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59284.40     | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $49811.57     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $40642.33     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    681000 | PA      | $706604.84    | 0.02%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $334210.17    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $127614.24    | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $317806.44    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $464537.38    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $445115.18    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $47332.70     | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $495419.96    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $123143.18    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $396248.98    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $499471.87    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $304585.61    | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $496444.46    | 0.01%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $605951.99    | 0.02%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $150890.66    | 0.00%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    440000 | PA      | $443616.34    | 0.01%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $163784.30    | 0.00%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $64541.71     | 0.00%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $196093.15    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $249730.00    | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501400.00    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     70000 | PA      | $71494.50     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $202910.00    | 0.01%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $34434.40     | 0.00%             | 2036-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46315.72     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16878.41     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103513.82    | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50101.43     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $307334.54    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $84120.18     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    163000 | PA      | $140787.72    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $86156.27     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $256397.99    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $89319.40     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    189000 | PA      | $166783.34    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $66195.66     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71993.73     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    149000 | PA      | $141795.99    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101534.03    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51037.86     | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101745.03    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254313.73    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102107.33    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202939.69    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44218.21     | 0.00%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48995.68     | 0.00%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48999.72     | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192596.43    | 0.01%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74055.06     | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103210.20    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     66000 | PA      | $44638.68     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30263.74     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103937.93    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199200.15    | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137637.72    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32326.95     | 0.00%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101150.39    | 0.00%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46747.63     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $67410.99     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25150.16     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24480.92     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50002.24     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62099.81     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82707.68     | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70261.83     | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44589.69     | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70088.14     | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75456.28     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149210.31    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49679.14     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80075.29     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52793.03     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66465.96     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91699.77     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52498.54     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                                         | Augusta SpinCo Corp                                                             | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74794.72     | 0.00%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                                         | Augusta SpinCo Corp                                                             | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74656.32     | 0.00%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                                         | Augusta SpinCo Corp                                                             | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74740.53     | 0.00%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                                         | Augusta SpinCo Corp                                                             | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75017.98     | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252957.47    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251032.31    | 0.01%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49427.28     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69292.65     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    133000 | PA      | $116696.39    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50064.38     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    341000 | PA      | $299534.68    | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95265.88     | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117657.93    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75769.26     | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74384.31     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34568.40     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74467.00     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $69592.31     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $68151.00     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69418.04     | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74468.38     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167294.17    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97592.46     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86802.51     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99039.58     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145281.24    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147707.84    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25267.01     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26094.54     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27210.27     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50821.39     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50769.12     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25429.96     | 0.00%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    130000 | PA      | $112895.89    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    104000 | PA      | $97825.91     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     25000 | PA      | $25685.55     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $49565.96     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     45000 | PA      | $44511.60     | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67231.21     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     50000 | PA      | $39936.75     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187484.50    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     64000 | PA      | $61972.34     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $92165.72     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $90932.24     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69327.70     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75576.27     | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93686.32     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    104000 | PA      | $83675.73     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77917.37     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70872.76     | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41198.84     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113730.45    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    149000 | PA      | $128964.11    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49026.46     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47960.53     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24829.88     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $264381.48    | 0.01%             | 2055-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319000 | PA      | $1288325.34   | 0.04%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106747.97    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97605.48     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54958.91     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $138107.85    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107644.55    | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    333000 | PA      | $329345.62    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    384000 | PA      | $348878.59    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    254000 | PA      | $206230.87    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83965.39     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82914.96     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105123.36    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87191.95     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76793.89     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195799.39    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182881.85    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39739.46     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     96000 | PA      | $88930.79     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145503.76    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45931.20     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26161.95     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105694.62    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76958.88     | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128557.63    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75855.93     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     96000 | PA      | $96038.34     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155607.62    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    112000 | PA      | $94952.16     | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $372537.74    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $60557.02     | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     85000 | PA      | $85143.90     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $127307.14    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $128651.99    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $178697.78    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $96628.03     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $127312.59    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102067.78    | 0.00%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $152686.94    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25014.14     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $54983.84     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Trust 2021-C10                                                            | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520727 | PA      | $1375243.27   | 0.04%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $355236.96    | 0.01%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25793.26     | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76282.03     | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510560.90    | 0.01%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $168504.80    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: —       |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    187000 | PA      | $184655.35    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $539660.60    | 0.01%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201124.38    | 0.01%             | 2057-07-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123801.43    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520580.05    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48407.62     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47701.32     | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70811.85     | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $127183.44    | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $201829.84    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $78954.21     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84567.42     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172705.53    | 0.00%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147633.79    | 0.00%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $152179.39    | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $151674.05    | 0.00%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94639.51     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    121000 | PA      | $87343.23     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52871.52     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     79000 | PA      | $49646.18     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     81000 | PA      | $72451.92     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66580.25     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79918.18     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25638.33     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24241.19     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102529.49    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $226182.66    | 0.01%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199786.66    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $403848.90    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204864.60    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215858.17    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $224298.53    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210082.40    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202157.45    | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205718.26    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209041.55    | 0.01%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190301.88    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $358300.44    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197135.05    | 0.01%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194975.94    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320932.46    | 0.01%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320676.75    | 0.01%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263726.45    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194643.51    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    164000 | PA      | $152579.62    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46949.40     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43665.79     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $232817.39    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170415.96    | 0.00%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    247000 | PA      | $207389.22    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    296000 | PA      | $293745.79    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    257000 | PA      | $232778.58    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160257.61    | 0.00%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    104000 | PA      | $80185.90     | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687660.04    | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243768.46    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    324000 | PA      | $322679.30    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345184.39    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $235930.48    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148818.99    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    301000 | PA      | $288677.11    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    321000 | PA      | $303634.28    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    397000 | PA      | $366955.46    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $444767.20    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323342.37    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    611000 | PA      | $437874.03    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $303709.52    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $257897.21    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85725.65     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $86191.17     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $263911.96    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    536000 | PA      | $485733.14    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    411000 | PA      | $313417.50    | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $324441.02    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $436953.54    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $139074.38    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $191187.60    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    377000 | PA      | $335424.06    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    457000 | PA      | $413682.38    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277888.63    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    336000 | PA      | $335752.76    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    473000 | PA      | $464729.77    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422712.48    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613603.28    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159230.47    | 0.00%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    445000 | PA      | $451336.31    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627536.02    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257897.29    | 0.01%             | 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        |    450000 | PA      | $471222.46    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602271.22    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274357.36    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499988.54    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327532.04    | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428001.81    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $525187.03    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249231.32    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301304.25    | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203988.65    | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| Bank5                                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $979626.99    | 0.03%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $85609.85     | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $214320.72    | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75912.70     | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77781.25     | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50092.55     | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201092.60    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152249.72    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102972.76    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73844.02     | 0.00%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65582.91     | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74671.27     | 0.00%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99423.11     | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98573.70     | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251778.16    | 0.01%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153680.48    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74074.78     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74670.99     | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66092.73     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70908.18     | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66254.38     | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78522.67     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116858.32    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124447.45    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97366.15     | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115627.30    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81789.91     | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190801.88    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125623.76    | 0.00%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98812.39     | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125319.62    | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78523.80     | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136627.64    | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152520.91    | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152086.96    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100780.44    | 0.00%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101933.87    | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76063.14     | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75989.47     | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69299.27     | 0.00%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75099.22     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50698.45     | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164763.75    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25442.19     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $150767.20    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $151028.54    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95663.28     | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $85973.99     | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61207.60     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50637.08     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51585.67     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124865.51    | 0.00%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49875.28     | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151259.32    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76242.02     | 0.00%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49681.60     | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49330.42     | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99088.54     | 0.00%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98580.08     | 0.00%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $260200.79    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2022-BNK39                                                                 | CUSIP: 06539VAJ7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903432.20    | 0.02%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK25                                                                 | CUSIP: 06539WBG0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $174544.50    | 0.00%             | 2063-01-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK27                                                                 | CUSIP: 06539XAH7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $826421.73    | 0.02%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK18                                                                 | CUSIP: 065402BC2<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $328224.54    | 0.01%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK12                                                                 | CUSIP: 06541KBD9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    239333 | PA      | $234842.18    | 0.01%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR11                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $519063.30    | 0.01%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     63000 | PA      | $43062.71     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $49259.29     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     76000 | PA      | $55145.66     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $46456.12     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $230883.07    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248965.01    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $176317.76    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402433.37    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186274.67    | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $439340.92    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    222000 | PA      | $165001.73    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $303431.11    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208293.09    | 0.01%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223594.11    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209740.48    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217625.21    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216116.38    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205511.69    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201030.52    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396399.95    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403273.14    | 0.01%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203473.49    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202225.87    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198902.86    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196396.10    | 0.01%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196898.63    | 0.01%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195618.72    | 0.01%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193557.16    | 0.01%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35289.35     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34197.73     | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                     | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48389.13     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87110.62     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $135522.80    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $89226.38     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                          | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97262.34     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72602.75     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57136.81     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83396.38     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41832.59     | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $101570.73    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168573.32    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     79000 | PA      | $45224.55     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93775.25     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97662.38     | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    202071 | PA      | $227445.66    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     95000 | PA      | $62992.25     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     72000 | PA      | $54337.18     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55949.38     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: —       |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    203000 | PA      | $126549.13    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS MORTGAGE TRUST 2017-C1                                                    | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $388555.18    | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006389.70   | 0.03%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    279000 | PA      | $276703.36    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76464.06     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $48442.16     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163127.42    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77542.03     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95454.26     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101115.19    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60373.25     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $121370.17    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $52356.08     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35432.00     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $74691.49     | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAH2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $32537.59     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $22485.07     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $135157.12    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75246.10     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70351.83     | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64412.04     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $505652.64    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $499759.58    | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634448 | PA      | $614036.27    | 0.02%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $531175.28    | 0.01%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $150864.99    | 0.00%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439239.35    | 0.01%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567000 | PA      | $500929.30    | 0.01%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $205514.40    | 0.01%             | 2054-11-15      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $548326.23    | 0.02%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $362961.81    | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V5 Mortgage Trust                                                | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203019.34    | 0.01%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $660218.72    | 0.02%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258082.38    | 0.01%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V19 Mortgage Trust                                               | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $407982.60    | 0.01%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65673.85     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59778.55     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59925.00     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85370.92     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64007.26     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70575.38     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133134.55    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55244.52     | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42747.51     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    146000 | PA      | $126635.50    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    121000 | PA      | $98869.29     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66110.80     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76229.75     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203767.14    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    221000 | PA      | $181372.04    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79800.13     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    196000 | PA      | $123032.35    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137660.75    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    132000 | PA      | $77041.96     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138900.20    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188693.02    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90808.37     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51755.76     | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81817.99     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    114000 | PA      | $101586.71    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     86000 | PA      | $55809.37     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    117000 | PA      | $108671.94    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134932.89    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    193000 | PA      | $121628.44    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    238000 | PA      | $217395.97    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     54000 | PA      | $34166.86     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155122.38    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51883.73     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50978.45     | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38983.60     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67459.20     | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69346.58     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36355.41     | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50195.48     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102519.78    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105134.16    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25952.40     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49462.86     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94079.40     | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25511.60     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24694.50     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246305.71    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47645.61     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48636.25     | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140227.72    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96977.85     | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23570.07     | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23745.36     | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195340.26    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50164.65     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24811.22     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72578.49     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52672.51     | 0.00%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48946.10     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44292.28     | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82034.39     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94299.20     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $84091.83     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24262.44     | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49810.06     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144635.21    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86228.08     | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44512.75     | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115365.81    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32932.05     | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98831.93     | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47158.95     | 0.00%             | 2031-01-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102890.80    | 0.00%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196902.72    | 0.01%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49945.50     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87306.64     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184271.19    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25617.31     | 0.00%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44275.88     | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78676.05     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50087.44     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59823.62     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35172.98     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293522.67    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41455.35     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34840.78     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48810.06     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     71000 | PA      | $51136.26     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87769.05     | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40285.09     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26771.58     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179034.73    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94989.32     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94107.45     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150003.12    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    143000 | PA      | $101438.88    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68997.03     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $342919.59    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341536.10    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $628372.16    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    427000 | PA      | $409872.22    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813392.00    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147037.26    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190204.39    | 0.01%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127158.12    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99734.38     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255921.88    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152507.96    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $269640.84    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $143717.61    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67738.37     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100815.41    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61273.07     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152449.61    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.05     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50623.86     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169869.68    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $95855.33     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     83000 | PA      | $76914.12     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    171000 | PA      | $157724.12    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    130000 | PA      | $111555.64    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $80749.32     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $103358.10    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $78516.31     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $99451.01     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24918.58     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121770.85    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     93000 | PA      | $81667.21     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159325.23    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86356.24     | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171044.98    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    221000 | PA      | $142053.62    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169827.34    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166327.93    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80513.50     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    191000 | PA      | $117286.38    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157618.74    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    298000 | PA      | $191268.56    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127765.17    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    187000 | PA      | $118332.31    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187051.11    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250809.01    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160815.58    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100692.60    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126474.77    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202625.18    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76563.40     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168389.58    | 0.00%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76353.71     | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293919.65    | 0.01%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    103000 | PA      | $70038.41     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70647.31     | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $27792.93     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    249000 | PA      | $242541.32    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    287000 | PA      | $255637.27    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $361381.00    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24774.41     | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219326.63    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155901.06    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115414.48    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114182.43    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167172.68    | 0.00%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158274.68    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69730.18     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58443.06     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210806.70    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59246.69     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $185294.67    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    121000 | PA      | $85683.51     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105597.14    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39659.17     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102120.26    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241567.37    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312688.70    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29423.96     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365904.32    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48444.48     | 0.00%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $175609.85    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $255329.67    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $308065.67    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $203210.36    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $274373.70    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $347977.36    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $394236.67    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $405544.75    | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $358320.45    | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $51352.90     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    214000 | PA      | $211095.19    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    100000 | PA      | $97294.97     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $44503.02     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     25000 | PA      | $25353.91     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $50319.17     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49113.05     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81376.11     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70353.23     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     25000 | PA      | $24590.37     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     87000 | PA      | $85945.95     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    100000 | PA      | $87782.45     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196878.41    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    231000 | PA      | $224935.54    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176952.22    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    407000 | PA      | $345781.45    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292480.60    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94057.83     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104490.19    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    377000 | PA      | $365661.03    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239858.62    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117970.22    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59605.07     | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119574.51    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104087.15    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206819.93    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101109.82    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76439.71     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76770.09     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211044.70    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176529.41    | 0.00%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327534.47    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112286.70    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272456.90    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240450.88    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167468.37    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    569000 | PA      | $512349.33    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    302000 | PA      | $276155.93    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    279000 | PA      | $222588.89    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69186.59     | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202687.19    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170613.75    | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44613.34     | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98477.09     | 0.00%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138075.05    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149222.06    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98790.69     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $72266.69     | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $179012.92    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200902.24    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $85628.90     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $52491.85     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $97029.03     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $41238.04     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $159032.67    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96858.51     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50430.70     | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71047.09     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34269.28     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46011.76     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $73943.93     | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101891.88    | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49556.32     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48854.45     | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150465.00    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94391.60     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54170.28     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50424.94     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.69     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199728.88    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49861.59     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154794.10    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79774.12     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63082.11     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76926.84     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39678.56     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48652.03     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57228.96     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70561.71     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169579.50    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110176.61    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24886.07     | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99053.89     | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82292.54     | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93269.61     | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49770.63     | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49785.76     | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49354.37     | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49321.13     | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96043.86     | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49917.18     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33294.61     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $46537.21     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $75554.27     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60982.17     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $82360.11     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $79757.53     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $75929.62     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $112614.08    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $76884.34     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $110183.12    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297456.34    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $70040.27     | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $47269.38     | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $69671.15     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $71955.55     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $45799.20     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $115603.28    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $61597.58     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $123443.25    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $202449.23    | 0.01%             | 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        |    170000 | PA      | $163889.82    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100886.07    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72715.80     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17242.09     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28102.92     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28056.60     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16233.57     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110590.92    | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    107000 | PA      | $95602.97     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26025.18     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100200.75    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50460.31     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49306.03     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $70125.24     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $99043.53     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24017.12     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $127971.78    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49923.18     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73703.97     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77618.76     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81057.84     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86456.59     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124495.30    | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $76042.05     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50259.03     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $92479.24     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $26527.82     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449646.30    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160773.38    | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    307000 | PA      | $266548.76    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167847.28    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97523.98     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    214000 | PA      | $184682.09    | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132477.05    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    171000 | PA      | $116973.23    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    149000 | PA      | $137643.83    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157235.96    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67762.92     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71963.87     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101768.19    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51029.70     | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354302.55    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189384.08    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99662.54     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149782.49    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100128.88    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120175.77    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76890.22     | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168262.51    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57355.52     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62472.99     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50151.19     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105361.25    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168788.50    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48491.44     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45613.16     | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40721.40     | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40032.81     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102485.89    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50602.20     | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74966.98     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45188.44     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49359.85     | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24414.51     | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24745.02     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454041.90    | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98601.38     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85171.97     | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44480.52     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73834.53     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48927.13     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120233.46    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77390.00     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203647.16    | 0.01%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204314.00    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98547.34     | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98171.85     | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76795.36     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107841.98    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    139000 | PA      | $126960.22    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82531.03     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71689.85     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     79000 | PA      | $60646.59     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38221.09     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56370.39     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337167.39    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    227000 | PA      | $224946.56    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106115.81    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70464.47     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149839.40    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86879.05     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80868.78     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51865.29     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     96000 | PA      | $71320.97     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44064.97     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96799.43     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83205.66     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102520.48    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44185.51     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100371.00    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $675277.83    | 0.02%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAZ2<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $238968.95    | 0.01%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136437.62    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164501.69    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    369000 | PA      | $323890.95    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443422.78    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    627000 | PA      | $577804.23    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $557701.63    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183027.12    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86253.09     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    298000 | PA      | $287951.73    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116861.82    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $78967.70     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    282000 | PA      | $270202.23    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    353000 | PA      | $311377.31    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35171.58     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $185091.09    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    129000 | PA      | $111854.39    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182524.18    | 0.01%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182056.70    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119117.71    | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101300.48    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76644.26     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100791.24    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142031.83    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94863.71     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127966.23    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128965.11    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128461.71    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73838.97     | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121265.07    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75060.15     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200777.69    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123813.43    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63433.78     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203450.09    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99906.76     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49641.59     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70734.39     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51170.47     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100318.86    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128543.59    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     25000 | PA      | $24676.99     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34971.38     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99683.69     | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98174.91     | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     84000 | PA      | $49405.09     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     65000 | PA      | $60868.45     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     85000 | PA      | $77145.01     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $106315.89    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $296768.15    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    460000 | PA      | $528446.99    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    280000 | PA      | $323042.16    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    325000 | PA      | $389838.61    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     55000 | PA      | $54603.48     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $268287.68    | 0.01%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    270000 | PA      | $267986.29    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     65000 | PA      | $65757.07     | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    220000 | PA      | $209744.66    | 0.01%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $356510.60    | 0.01%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $117811.22    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $51657.87     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $46443.00     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $95906.80     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    257000 | PA      | $239985.53    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     25000 | PA      | $24852.16     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     50000 | PA      | $48495.17     | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148185.61    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102685.41    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134726.84    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50478.11     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106756.89    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92062.85     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20677.17     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48473.87     | 0.00%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $299625.27    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140568.64    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148908.37    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75822.90     | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111360.57    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51819.64     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $267454.17    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $226800.01    | 0.01%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50055.43     | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50993.55     | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49869.57     | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99574.55     | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124157.57    | 0.00%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76635.62     | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $54356.22     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $98812.50     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $42486.30     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $63117.56     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $47286.89     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $66429.08     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95592.95     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52364.45     | 0.00%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96630.65     | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24656.73     | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49303.96     | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $213435.59    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78883.78     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86506.54     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87201.90     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $81836.27     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126449.13    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $96925.11     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $170391.57    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $86182.87     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $87457.59     | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $105731.68    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $53649.19     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    203000 | PA      | $132559.93    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75918.23     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76357.39     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RR CO                                                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49453.21     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47858.92     | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $59824.63     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45631.95     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $75486.29     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $61454.55     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $57371.17     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    371000 | PA      | $366643.12    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338150.27    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147417.33    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76306.01     | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113622.96    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180484.17    | 0.00%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99806.98     | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50676.06     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101510.06    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92085.20     | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144761.99    | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347774.50    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30777.48     | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139511.50    | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137796.50    | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $363608.20    | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50857.72     | 0.00%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166917.01    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193885.88    | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98483.39     | 0.00%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97986.74     | 0.00%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496977.75    | 0.01%             | 2030-09-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                         | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502583.30    | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49030.54     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43107.19     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176346.80    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123520.15    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70565.78     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25434.30     | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86278.09     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139269.69    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24422.07     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99471.54     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49507.21     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98776.84     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $176630.19    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64612.68     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74995.72     | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401932.64    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91660.12     | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165230 | PA      | $1176850.54   | 0.03%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43925.79     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71526.12     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45841.26     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186783.30    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134697.55    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    201000 | PA      | $143654.08    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $101284.70    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78369.79     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203667.17    | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164990.24    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $118381.96    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66371.87     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81635.27     | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $118964.89    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $139736.07    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256106.24    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49982.90     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95961.99     | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99435.32     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50878.51     | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50485.18     | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50165.62     | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75352.99     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126070.17    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152062.37    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25577.41     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50246.61     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49956.28     | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99521.25     | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49726.89     | 0.00%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49531.77     | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74102.99     | 0.00%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $54133.22     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $62549.34     | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196800.00    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $176280.00    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664497.68    | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180667.58    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175271.86    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $293703.63    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232824.63    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108895.16    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $51226.00     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $92326.66     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $65794.22     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $63499.41     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49654.11     | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49741.96     | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42399.10     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51230.49     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78582.23     | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30335.73     | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49555.40     | 0.00%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88784.98     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49071.63     | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57567.59     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60601.14     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67723.15     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40339.38     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37904.82     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90194.77     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59406.39     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63820.07     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35790.75     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39415.61     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43858.60     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100383.97    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28124.16     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51102.95     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40468.99     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99639.61     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50651.15     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69251.66     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29378.79     | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80731.89     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142435.51    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     75000 | PA      | $50616.72     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230514.77    | 0.01%             | 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: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    407000 | PA      | $375239.77    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81901.65     | 0.00%             | 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: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $85479.26     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198253.31    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |    257000 | PA      | $206804.89    | 0.01%             | 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: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $153258.93    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $246029.92    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71359.02     | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $131290.32    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $239551.64    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $171481.09    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $126258.63    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $128636.80    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $89353.83     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $119911.79    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $175062.12    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $174056.08    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $80377.72     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $59555.06     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $117511.87    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $280470.02    | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $186638.87    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77232.33     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156470.26    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | 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        |     50000 | PA      | $51792.56     | 0.00%             | 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: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103815.39    | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157373.87    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | 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        |    100000 | PA      | $95536.85     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                            | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501271.85    | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199125.20    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191984.90    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182281.98    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104831.08    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103002.15    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132385.29    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199494.59    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154429.01    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54438.16     | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29893.66     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258326.76    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84525.01     | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73567.25     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152347.60    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    187000 | PA      | $107622.58    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109490.81    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256166.42    | 0.01%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115831.70    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75567.69     | 0.00%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76165.75     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76530.46     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75959.88     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49987.80     | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50060.70     | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150376.37    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150385.06    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125442.10    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $185973.13    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $150489.53    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $80157.95     | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| City of Chicago IL                                                               | CHICAGO IL                                                                      | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20076.66     | 0.00%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     70000 | PA      | $72105.71     | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $56509.44     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $56470.62     | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    158307 | PA      | $176777.56    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42970.43     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57227.75     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 2549009WMIANX4ENYU35 | Long             | DBT              | CORP              | US        |     71000 | PA      | $41390.86     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     51000 | PA      | $31348.04     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $143400.00    | 0.00%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    417000 | PA      | $381288.12    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    318000 | PA      | $196524.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $151200.00    | 0.00%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    390000 | PA      | $332865.00    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $123800.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $180400.00    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    290000 | PA      | $225257.50    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $175400.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $197800.00    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    287254 | PA      | $271455.03    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202100.00    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $207250.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67128.73     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46919.19     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50426.24     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54818.90     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53345.74     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $81973.34     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    346000 | PA      | $302029.37    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54059.18     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     59000 | PA      | $35429.51     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201110.92    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75843.21     | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142768.81    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39144.88     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49297.56     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151684.21    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44795.23     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147214.84    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52481.06     | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86582.96     | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59170.72     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49915.06     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    341000 | PA      | $360048.74    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223875.14    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458240.69    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425179.09    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415930.90    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173508.42    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83314.83     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95960.99     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101921.76    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102052.03    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126705.28    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82412.88     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80418.82     | 0.00%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    184000 | PA      | $191478.00    | 0.01%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $261549.18    | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128553.56    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $93021.35     | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80129.42     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113518.20    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475013.43    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $216459.52    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228068.20    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    121000 | PA      | $98001.61     | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    371000 | PA      | $367048.95    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    341000 | PA      | $335925.93    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172463.00    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297793.09    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    107000 | PA      | $90562.12     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    377000 | PA      | $370915.34    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    271000 | PA      | $251403.48    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144890.33    | 0.00%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504170.31    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    457000 | PA      | $418922.83    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $364079.27    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    484000 | PA      | $426752.86    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    187000 | PA      | $133505.72    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    713000 | PA      | $668832.54    | 0.02%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150282.47    | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497736.38    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213757.71    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324933.01    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202627.55    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253476.58    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101499.08    | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321592.52    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275454.93    | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226458.34    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385567.27    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416342.73    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $109760.92    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    371000 | PA      | $350411.64    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259598.29    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259038.59    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253326.62    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250994.58    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253897.41    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    357000 | PA      | $322848.35    | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310535.52    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249132.59    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97685.78     | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251260.58    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216095.70    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310944.36    | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $181926.56    | 0.00%             | 2072-12-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940601.10    | 0.03%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56211.08     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94284.14     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128075.35    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60863.97     | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205966.31    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77093.03     | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75893.43     | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     95000 | PA      | $105122.42    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: —       |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55448.38     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85308.28     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44744.55     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74369.92     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51110.08     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51255.85     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85919.71     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160560.31    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123202.68    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84717.29     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48572.94     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198874.30    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $124965.16    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $103903.00    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42962.34     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    257000 | PA      | $150992.51    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163371.30    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    158000 | PA      | $141960.85    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $91516.56     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    291000 | PA      | $260509.26    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65638.37     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77255.44     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95844.90     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190234.57    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150985.00    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142042.73    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $140695.50    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $124957.50    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $148318.50    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113750.49    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61010.38     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20267.95     | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20203.20     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45036.21     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41837.61     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100564.96    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97509.17     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108253.72    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86346.17     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    312000 | PA      | $301506.71    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57085.43     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    382000 | PA      | $359544.66    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82049.49     | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $114857.73    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59335.37     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64509.90     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $189114.53    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    216000 | PA      | $156610.01    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107462.59    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    137000 | PA      | $117656.29    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64048.81     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118878.65    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    214000 | PA      | $175252.95    | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $139728.22    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24897.31     | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169161.39    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132014.92    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $98346.83     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152648.67    | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    182000 | PA      | $174727.25    | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138630.08    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    149000 | PA      | $85235.51     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    246000 | PA      | $218239.97    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    281000 | PA      | $243521.50    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    191000 | PA      | $99469.62     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $74119.82     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    580000 | PA      | $335278.04    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    607000 | PA      | $336256.80    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    526000 | PA      | $278513.92    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103854.42    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158411.21    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50360.81     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79558.61     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247564.77    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159413.52    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101510.63    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175078.01    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101814.84    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173155.82    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75692.47     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    226000 | PA      | $220065.91    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                                         | Fifth Third Financial Corp                                                      | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168469.06    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD FINANCL CORP                                                         | Fifth Third Financial Corp                                                      | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103185.75    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $185569.74    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132202.52    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     78000 | PA      | $71706.47     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $73240.29     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145236.17    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94156.36     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39391.89     | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62458.97     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72193.75     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43909.53     | 0.00%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97356.39     | 0.00%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $247858.15    | 0.01%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53090.47     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109785.02    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66324.08     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96870.35     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38763.47     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24717.45     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36307.21     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55574.99     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45939.58     | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     87000 | PA      | $52388.33     | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    141000 | PA      | $103945.80    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92402.02     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30258.23     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37092.99     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25718.05     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48726.81     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81087.33     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $172406.03    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $47459.98     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150148.79    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159025.31    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95180.63     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96960.52     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49904.77     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50127.23     | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74541.72     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46360.49     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24316.19     | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83163.40     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77617.92     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123683.43    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92646.55     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25047.13     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25210.47     | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24789.90     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50838.14     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    410000 | PA      | $436601.66    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110391.27    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143152.42    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    112000 | PA      | $81821.14     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $297828.65    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144068.81    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148064.69    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71090.24     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143723.01    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48120.13     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151329.81    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76181.64     | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150528.74    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109859.26    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118861.03    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108465.49    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59858.82     | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42646.63     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74230.55     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82386.47     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73264.11     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $130941.21    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67496.24     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45698.92     | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94356.38     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86111.84     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119521.69    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86413.85     | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73999.59     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38917.10     | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47497.59     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    257000 | PA      | $246524.93    | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131208.80    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154526.48    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86818.88     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39137.67     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52016.38     | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51381.17     | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51862.58     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49920.94     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25580.94     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122464.89    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150816.29    | 0.00%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71271.62     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103636.04    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169188.56    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98552.16     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66612.63     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67405.55     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163636.51    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93574.10     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62691.42     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    326000 | PA      | $287551.15    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59190.68     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25147.27     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25144.53     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48266.36     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51108.27     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52366.86     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26678.03     | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106126.58    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97008.46     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99195.84     | 0.00%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39478.49     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62403.53     | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49448.80     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    171000 | PA      | $139729.85    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48763.80     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $127492.65    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     38000 | PA      | $22724.57     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37615.53     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19755.65     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201552.02    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99031.32     | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101658.73    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50347.37     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126237.78    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40048.98     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100414.39    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68642.08     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120179.96    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $243010.60    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    176000 | PA      | $170499.44    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251798.13    | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249051.37    | 0.01%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74319.94     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170840.91    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164114.26    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61637.18     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136318.78    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125946.28    | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52267.50     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51283.96     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73712.42     | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54595.11     | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59465.19     | 0.00%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45322.88     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102373.22    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47066.19     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95434.95     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65325.12     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78189.59     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $306810.00    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $256941.11    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025000 | PA      | $846505.85    | 0.02%             | 2056-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4100000 | PA      | $3526640.63   | 0.10%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $401667.08    | 0.01%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2769000 | PA      | $2539326.21   | 0.07%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3450000 | PA      | $3231187.89   | 0.09%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3195000 | PA      | $3086054.21   | 0.08%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4950000 | PA      | $4901996.58   | 0.13%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7675000 | PA      | $7723880.08   | 0.21%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     50000 | PA      | $45271.43     | 0.00%             | 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              |  | US        |     70000 | PA      | $65287.03     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     87000 | PA      | $73613.32     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254656.33    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145513.25    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    257000 | PA      | $232555.55    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75192.74     | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $31714.27     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503415.40    | 0.01%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100894.55    | 0.00%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50979.35     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199144.46    | 0.01%             | 2028-05-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     55000 | PA      | $54539.45     | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     50000 | PA      | $50636.70     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     30000 | PA      | $30186.63     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     25000 | PA      | $25328.81     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     25000 | PA      | $24069.24     | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AMERICAS INC                                                                 | UBS Americas Inc                                                                | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223419.56    | 0.01%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $252199.12    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $123504.00    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336120.73    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $43511.28     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23594.02     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     52000 | PA      | $37628.38     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $112319.43    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $70271.88     | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    171000 | PA      | $151021.10    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $32005.85     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $65345.77     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    141000 | PA      | $99636.01     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     50000 | PA      | $44047.15     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $90645.24     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $100484.26    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $78868.83     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $76775.93     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     65000 | PA      | $66576.79     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $90499.86     | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    125000 | PA      | $123584.39    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $94283.86     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     87000 | PA      | $76319.92     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    100000 | PA      | $98547.55     | 0.00%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279941.48    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     87000 | PA      | $51576.26     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88583.61     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50854.27     | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96534.00     | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25035.30     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50518.09     | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50963.89     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $121444.17    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     71000 | PA      | $57000.84     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    117000 | PA      | $82103.39     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95165.14     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50877.53     | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50649.67     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163661.80    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98681.11     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25203.99     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50736.28     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116077.30    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201795.12    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76263.58     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157057.83    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125808.48    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101986.50    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49270.11     | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43194.04     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39116.92     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65620.67     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52604.51     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68319.25     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77368.36     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92422.15     | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64678.38     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45900.84     | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83288.49     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47836.85     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56208.65     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45592.34     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40951.08     | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38129.15     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51092.82     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76068.29     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25164.38     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67679.65     | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68687.89     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66671.72     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $120433.05    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $64476.62     | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $110568.38    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $46550.01     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     70000 | PA      | $47352.69     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63683.71     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $51992.32     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $86243.61     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99258.67     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40042.58     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53500.98     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24941.94     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24955.32     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $57665.72     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37145.51     | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49546.51     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207499.62    | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $144327.46    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     68000 | PA      | $44513.11     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83056.94     | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76264.43     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129854.26    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50965.63     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24567.46     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73719.22     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98067.87     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105145.48    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70396.90     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136074.30    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82892.13     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177417.82    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59415.62     | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96839.98     | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100175.68    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99177.98     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51296.99     | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50663.52     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111451.82    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86647.18     | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121143.80    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51041.26     | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254534.25    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75740.83     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76376.50     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76161.02     | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145455.95    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149818.27    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50457.07     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75236.58     | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75506.27     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99852.57     | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49678.78     | 0.00%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34667.91     | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                         | Deere Funding Canada Corp                                                       | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49356.55     | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     73000 | PA      | $72950.37     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74569.19     | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     71000 | PA      | $75440.23     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127491.33    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    102000 | PA      | $69031.10     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202660.02    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62362.27     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151350.26    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148470.94    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72566.29     | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99168.24     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98817.98     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98579.06     | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97780.40     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25467.71     | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218394.86    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126805.81    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $82018.03     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     76000 | PA      | $94071.54     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30210.83     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40481.26     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177717.05    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177037.57    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200736.07    | 0.01%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100658.02    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48128.98     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33557 | PA      | $32449.42     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92100.18     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    296000 | PA      | $278276.31    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $185867.14    | 0.01%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $135822.30    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $155406.80    | 0.00%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $214316.59    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150706.54    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149236.05    | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151548.13    | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149434.98    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147485.07    | 0.00%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $344540.64    | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $182283.82    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203400.27    | 0.01%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $147716.54    | 0.00%             | 2032-02-06      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84085.80     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    231000 | PA      | $202748.16    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76378.75     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100038.36    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112050.41    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125313.17    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93976.98     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $58776.59     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181226.28    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172528.08    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203176.03    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206503.73    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208146.50    | 0.01%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74173.79     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164999.21    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69318.13     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60263.10     | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    104000 | PA      | $80489.00     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32009.39     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101138.07    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151180.80    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153053.75    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142127.57    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193877.21    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160860.56    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91846.91     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90892.67     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49580.25     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48651.11     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169225.16    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    130000 | PA      | $126262.61    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     85000 | PA      | $86506.30     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65666.36     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251051.23    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     62000 | PA      | $68295.01     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    131000 | PA      | $145308.62    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    214000 | PA      | $240791.02    | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97784.74     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77286.56     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59746.08     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88297.99     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    287000 | PA      | $267391.58    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    271000 | PA      | $167984.60    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167797.02    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160171.24    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    198000 | PA      | $172575.11    | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165678.27    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    344000 | PA      | $319245.21    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143232.05    | 0.00%             | 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        |    290000 | PA      | $209911.11    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    221000 | PA      | $157572.15    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173005.54    | 0.00%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172300.64    | 0.00%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121553.97    | 0.00%             | 2036-03-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111979.66    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74331.95     | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71376.25     | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51189.48     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128360.90    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162967.30    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $86013.61     | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $58455.55     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95215.88     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75014.73     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74525.69     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46293.11     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35383.92     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40466.03     | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70521.08     | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77388.76     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46034.22     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61845.33     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52394.18     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30640.29     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60707.50     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53083.39     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96019.00     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44606.11     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31608.71     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59767.16     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    177000 | PA      | $168997.75    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55637.03     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72321.12     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48372.89     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41883.81     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51155.24     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105769.00    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126913.50    | 0.00%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50671.10     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151136.87    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125393.18    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89426.42     | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74340.32     | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25027.65     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56853.57     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $87387.01     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65001.75     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68181.58     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45411.05     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39490.23     | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104508.57    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77363.32     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75230.21     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109901.68    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    137000 | PA      | $88100.42     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52436.43     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153122.14    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73162.37     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107489.24    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49294.02     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45277.69     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49375.80     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49530.84     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128075.73    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50899.37     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80789.90     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49334.31     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68096.76     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128812.48    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50718.64     | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79438.56     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90682.88     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108724.04    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74295.22     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73790.93     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85701.03     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64469.62     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116192.47    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66265.37     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82003.92     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134862.70    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    121000 | PA      | $90977.93     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66989.18     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89841.85     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98424.89     | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85568.13     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171808.48    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78040.90     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75213.24     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25306.41     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204428.10    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86171.06     | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103264.20    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102358.71    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189004.26    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91862.06     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78705.65     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85953.92     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    121000 | PA      | $103792.60    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71342.86     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64525.12     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     71000 | PA      | $54529.03     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74409.53     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81880.32     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33461.31     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66041.90     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68601.84     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51723.71     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88300.79     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     78000 | PA      | $55019.04     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162416.05    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140537.57    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87265.03     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24967.10     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50783.85     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64835.20     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79879.95     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35763.13     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48394.84     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23933.30     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25327.55     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62783.56     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70785.69     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55231.38     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     88000 | PA      | $54299.27     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70930.41     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64735.05     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64290.92     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85102.87     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $49913.53     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65186.58     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     74000 | PA      | $45584.57     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62625.98     | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41464.25     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30881.72     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46662.81     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25479.24     | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150310.96    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96603.03     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     61000 | PA      | $47893.48     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66587.70     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60784.61     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46422.87     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25602.32     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34455.87     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY NC ST FDG II                                                         | Duke Energy Carolinas Nc Storm Funding II LLC                                   | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197290.93    | 0.01%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61789.90     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148551.85    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55298.37     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     82000 | PA      | $73374.20     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $125930.27    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40874.61     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50589.86     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37159.17     | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52357.65     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24725.53     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122686.67    | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111418.59    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45995.44     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76936.01     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99697.52     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150955.23    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100306.66    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121493.14    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126853.04    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71080.49     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74465.72     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69451.12     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     87000 | PA      | $73894.22     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85767.22     | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168428.41    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $49751.00     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    128000 | PA      | $122545.90    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     72000 | PA      | $67103.61     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     76000 | PA      | $66506.56     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     75000 | PA      | $73095.40     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $50333.19     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54329.61     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84520.18     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70416.38     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51155.34     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51546.69     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38908.78     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149210.18    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74683.56     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     75000 | PA      | $74899.71     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     75000 | PA      | $71814.59     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     25000 | PA      | $24399.73     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59839.14     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                              | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119688.25    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |     75000 | PA      | $78547.08     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70640.33     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129631.92    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81080.24     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127981.97    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161970.94    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76140.61     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59485.29     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71037.06     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41344.87     | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76045.74     | 0.00%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151376.05    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48888.50     | 0.00%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198002.66    | 0.01%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193601.17    | 0.01%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72691.30     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    187000 | PA      | $160429.13    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116278.74    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97216.90     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52523.77     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199829.71    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80190.17     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169476.73    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159095.99    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    201000 | PA      | $181389.56    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61166.33     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24868.53     | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49311.91     | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50811.36     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19828.47     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88375.31     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120996.06    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $48270.75     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29367.56     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150044.98    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    124000 | PA      | $74397.11     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76359.57     | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70079.19     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168084.34    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50379.05     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47481.29     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25200.89     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50451.38     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98971.48     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48808.52     | 0.00%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88097.58     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21394.97     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    171000 | PA      | $196068.63    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43757.56     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118169.49    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131511.95    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $72149.23     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    125000 | PA      | $118921.25    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $105076.72    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90028.25     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82348.53     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111046.46    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     58000 | PA      | $35547.30     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25163.69     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $133644.59    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49058.76     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                             | Emera US Finance LLC                                                            | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24970.23     | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     62000 | PA      | $40486.15     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75736.10     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172458.38    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51459.58     | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92719.49     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53133.35     | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95380.65     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $169373.26    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $123903.19    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $72428.98     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $67077.60     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $145276.96    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $300407.07    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62260.14     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37063.01     | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $92245.07     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50417.67     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81646.45     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123778.71    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148955.86    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105176.30    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25065.32     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50523.36     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127674.71    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49649.13     | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98858.92     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99628.40     | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75303.12     | 0.00%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75646.23     | 0.00%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97548.03     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80098.07     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50031.80     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90679.11     | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77003.96     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51526.33     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84143.10     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87041.45     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111384.19    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170630.96    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114709.40    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101912.17    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192400.44    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42732.48     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $194339.11    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107832.75    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305480.16    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45984.15     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178353.82    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166626.23    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102703.08    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145628.41    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148638.07    | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148958.24    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147703.03    | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $100550.00    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143985.12    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111110.83    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261754.52    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100926.70    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    571000 | PA      | $551961.44    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    234000 | PA      | $194191.10    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216740.71    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    124000 | PA      | $109412.62    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $49964.38     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     79000 | PA      | $73455.60     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67318.02     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92354.61     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49333.97     | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24673.32     | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84396.64     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67560.41     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147827.46    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82596.16     | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68750.01     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134458.55    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71868.20     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52525.39     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42313.67     | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231305.13    | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121406.36    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50366.43     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147094.87    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63409.68     | 0.00%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62442.90     | 0.00%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45702.07     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61169.65     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43534.01     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24740.06     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23528.36     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50452.88     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78707.58     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $43510.42     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57694.81     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50847.39     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51267.67     | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51436.76     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43950.77     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49040.65     | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48921.71     | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64354.59     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20077.55     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73558.37     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73920.51     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55296.19     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50068.60     | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91030.02     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122720.31    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154335.75    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138590.20    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87700.67     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $124268.52    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128840.87    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120811.50    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169346.46    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170654.81    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148965.79    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    199000 | PA      | $191766.54    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $152605.64    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140458.29    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54240.41     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108335.79    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    121000 | PA      | $78865.88     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    154000 | PA      | $101745.49    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123772.54    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149719.69    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99692.20     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153908.76    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100133.13    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185301.88    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185992.30    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     50000 | PA      | $50754.78     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    100000 | PA      | $99067.47     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    125000 | PA      | $121576.59    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46811.85     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149888.42    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95951.04     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40509.57     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90528.83     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    156000 | PA      | $148526.45    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    120000 | PA      | $115937.65    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     87000 | PA      | $78188.88     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     71000 | PA      | $44182.67     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    144000 | PA      | $136314.15    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     67000 | PA      | $63780.89     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    152000 | PA      | $135670.40    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    140000 | PA      | $92302.00     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     75000 | PA      | $70803.72     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $198164.61    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $89402.62     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $163545.85    | 0.00%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $127708.89    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    171000 | PA      | $157976.25    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     60000 | PA      | $60145.43     | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     25000 | PA      | $25133.04     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $76357.18     | 0.00%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    115000 | PA      | $113231.00    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                                            | Equinix Asia Financing Corp Pte Ltd                                             | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |    100000 | PA      | $97879.00     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152997.93    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40367.64     | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25860.63     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    121000 | PA      | $80102.91     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152906.03    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55233.97     | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25345.24     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250951.15    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24966.04     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24650.83     | 0.00%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     41000 | PA      | $36931.51     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |     25000 | PA      | $24575.06     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69872.57     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     70000 | PA      | $65948.12     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    100000 | PA      | $87914.99     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     90000 | PA      | $78039.76     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     71000 | PA      | $41346.89     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     60000 | PA      | $53780.98     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     25000 | PA      | $25313.66     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     75000 | PA      | $75622.92     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     25000 | PA      | $24029.32     | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40808.33     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67106.78     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    119000 | PA      | $75459.50     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64238.98     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80706.74     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50051.34     | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98305.04     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86929.22     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24878.19     | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $404104.52    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $402864.09    | 0.01%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $149909.03    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $120481.59    | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $442737.86    | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $440655.15    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $282721.25    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $495696.53    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001552.04   | 0.03%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $975876.56    | 0.03%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $988602.80    | 0.03%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $152457.06    | 0.00%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    600000 | PA      | $602745.95    | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $397438.80    | 0.01%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $513598.59    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $406833.27    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $298795.19    | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    555000 | PA      | $567104.59    | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $348278.36    | 0.01%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500747.05    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    670000 | PA      | $675014.05    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $159628.70    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1080000 | PA      | $1068241.48   | 0.03%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KP0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $114156.94    | 0.00%             | 2036-02-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42289.61     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57716.89     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $93480.75     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82454.40     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50337.18     | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24809.14     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60649.44     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68878.52     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26512.71     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50399.50     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45689.84     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30141.17     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25685.05     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74625.61     | 0.00%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    257000 | PA      | $251679.58    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74387.67     | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48677.63     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122806.85    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78412.52     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61393.56     | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100080.28    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96541.60     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114616.58    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77707.82     | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76055.93     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78042.24     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78249.12     | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83842.67     | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    123000 | PA      | $129518.95    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87053.90     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97997.36     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102365.83    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48694.62     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78281.91     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82046.77     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167462.67    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71889.88     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184580.38    | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $64914.14     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111297.76    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71663.70     | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94186.89     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76442.47     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35781.23     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50889.82     | 0.00%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146219.93    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121234.40    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-5                                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199180.42    | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50890.35     | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65271.63     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71184.08     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128241.94    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    192000 | PA      | $181428.46    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49472.25     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100082.33    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74404.96     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202188.00    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $304731.00    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $519730.00    | 0.01%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208450.00    | 0.01%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204806.00    | 0.01%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194746.66    | 0.01%             | 2036-01-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $297055.26    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    750000 | PA      | $755212.40    | 0.02%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $258154.97    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $299511.83    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $120226.80    | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     87000 | PA      | $77707.97     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     70000 | PA      | $60063.10     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    150000 | PA      | $146873.65    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     25000 | PA      | $25644.89     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $49531.88     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     21000 | PA      | $20664.80     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     69000 | PA      | $61734.13     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $65602.73     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     30000 | PA      | $31318.19     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $50410.12     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     75000 | PA      | $75249.85     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $50124.58     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $98685.01     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38656.51     | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    271000 | PA      | $223382.07    | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69110.61     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    207000 | PA      | $139676.16    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82798.37     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    206000 | PA      | $186406.17    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    383000 | PA      | $318463.53    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $183848.00    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $242174.82    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    440000 | PA      | $411055.85    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45952.22     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                         | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50310.52     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79449.94     | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83576.69     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50565.69     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73717.42     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95195.88     | 0.00%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23455.46     | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372246.30    | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    415000 | PA      | $396109.68    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110132.59    | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154836.54    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161762.87    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60933.06     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60508.66     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $335884.91    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195432.23    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110490.74    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100416.39    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321462.18    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326072.41    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    340000 | PA      | $305577.61    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567789.33    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $501554.00    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445633.56    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    470000 | PA      | $465388.93    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    805000 | PA      | $789738.41    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    790000 | PA      | $740538.39    | 0.02%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63212.85     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100375.69    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $170195.33    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $69832.50     | 0.00%             | 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        |     80000 | PA      | $82069.73     | 0.00%             | 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        |    135000 | PA      | $136030.06    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48870.77     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102486.09    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31283HZN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1107 | PA      | $1120.12      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10403 | PA      | $10049.61     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9651 | PA      | $9330.83      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128E6AD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6735 | PA      | $6623.19      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4595 | PA      | $4741.04      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M73A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2232 | PA      | $2300.02      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4321 | PA      | $4281.73      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7KK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12446 | PA      | $12583.38     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9R79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12592 | PA      | $11905.54     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9SS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17265 | PA      | $16286.70     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9TQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35414 | PA      | $33376.96     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32509 | PA      | $31435.90     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22806 | PA      | $22031.69     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MD3H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2644 | PA      | $2606.87      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1161 | PA      | $1151.77      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16581 | PA      | $16342.80     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59035 | PA      | $56744.27     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96402 | PA      | $92703.07     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231077 | PA      | $227546.14    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80999 | PA      | $75716.42     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21947 | PA      | $20515.59     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317601 | PA      | $293969.10    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15491 | PA      | $14808.52     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189053 | PA      | $182086.08    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73923 | PA      | $68416.36     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117417 | PA      | $112594.63    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29408 | PA      | $27386.49     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8300 | PA      | $8351.25      | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31811 | PA      | $30503.99     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31467 | PA      | $30988.71     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98868 | PA      | $97366.19     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38063 | PA      | $38289.64     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224011 | PA      | $214810.07    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24426 | PA      | $24013.90     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55396 | PA      | $53117.55     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24465 | PA      | $24635.93     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62313 | PA      | $59746.74     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8079 | PA      | $7945.83      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183207 | PA      | $172265.44    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121216 | PA      | $116788.78    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134062 | PA      | $121410.15    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17646 | PA      | $15921.77     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85839 | PA      | $82456.06     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4941 | PA      | $4880.64      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29592 | PA      | $28456.17     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6798 | PA      | $6714.75      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273954 | PA      | $247504.06    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10133 | PA      | $10009.64     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99905 | PA      | $90223.20     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14602 | PA      | $13727.90     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430765 | PA      | $388573.40    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132204 | PA      | $123746.71    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203996 | PA      | $183268.80    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459060 | PA      | $413976.21    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153301 | PA      | $143067.98    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68776 | PA      | $66008.14     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41284 | PA      | $38625.28     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46547 | PA      | $45326.35     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36641 | PA      | $35965.33     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20966 | PA      | $20470.88     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12264 | PA      | $11972.38     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19636 | PA      | $19200.71     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6475 | PA      | $6324.45      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491339 | PA      | $473219.18    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8302 | PA      | $8176.09      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38102 | PA      | $37462.83     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60796 | PA      | $60509.44     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103584 | PA      | $101234.26    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7WT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4064 | PA      | $3982.90      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107811 | PA      | $103693.06    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19260 | PA      | $18554.40     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYA46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       426 | PA      | $423.04       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYU36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $402.39       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0DK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       694 | PA      | $689.26       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5E34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1096 | PA      | $1139.03      | 0.00%             | 2040-09-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41992 | PA      | $42448.39     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312931T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11720 | PA      | $11612.89     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9158 | PA      | $9074.37      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936RV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1288 | PA      | $1276.63      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16072 | PA      | $15925.71     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31297SH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2140 | PA      | $2159.03      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LQK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       764 | PA      | $792.60       | 0.00%             | 2041-08-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XQY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       787 | PA      | $781.09       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42953 | PA      | $42093.78     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8836 | PA      | $8662.58      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6196 | PA      | $6071.79      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8275 | PA      | $8102.43      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16668 | PA      | $16341.05     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307QQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183514 | PA      | $179304.18    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8383 | PA      | $8182.05      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38897 | PA      | $37547.64     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70455 | PA      | $67956.55     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74488 | PA      | $71856.00     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7205 | PA      | $7101.07      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120121 | PA      | $112223.07    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52289 | PA      | $48286.05     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161314 | PA      | $158547.35    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47225 | PA      | $46327.62     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75796 | PA      | $72573.60     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75584 | PA      | $72339.38     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535506 | PA      | $500457.42    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580875 | PA      | $523480.69    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277572 | PA      | $248865.00    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321323 | PA      | $316132.23    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120171 | PA      | $118046.34    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56442 | PA      | $55421.27     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380732 | PA      | $374323.55    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1174911 | PA      | $1125239.71   | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234239 | PA      | $215650.88    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33343 | PA      | $32842.27     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280910 | PA      | $270842.33    | 0.01%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74205 | PA      | $72125.15     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446728 | PA      | $430098.67    | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402169 | PA      | $394778.82    | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90954 | PA      | $87082.50     | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148713 | PA      | $142455.08    | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77619 | PA      | $75834.10     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76375 | PA      | $74705.11     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591253 | PA      | $564855.20    | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363420 | PA      | $349710.47    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664710 | PA      | $613212.98    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422612 | PA      | $381344.00    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347308 | PA      | $319746.23    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708581 | PA      | $670299.93    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1769258 | PA      | $1628801.29   | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390355 | PA      | $359129.13    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680755 | PA      | $612167.13    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075572 | PA      | $967204.51    | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553196 | PA      | $508943.85    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58821 | PA      | $55608.65     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290001 | PA      | $277053.67    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510990 | PA      | $499330.53    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560918 | PA      | $517104.49    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910238 | PA      | $838299.31    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930486 | PA      | $885539.21    | 0.02%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764601 | PA      | $1676897.03   | 0.05%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1330922 | PA      | $1233783.13   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    963448 | PA      | $888821.05    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227335 | PA      | $212891.95    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1330313 | PA      | $1196509.25   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625356 | PA      | $513714.54    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192535 | PA      | $170616.61    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464121 | PA      | $390621.60    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1498808 | PA      | $1347598.75   | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    914010 | PA      | $889636.54    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863972 | PA      | $845959.71    | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345994 | PA      | $336886.54    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460554 | PA      | $436752.94    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274966 | PA      | $274106.51    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    835597 | PA      | $828285.40    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326965 | PA      | $330129.78    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242655 | PA      | $247521.23    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178355 | PA      | $182943.13    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300456 | PA      | $307008.66    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705673 | PA      | $720072.04    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    588808 | PA      | $561107.46    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455459 | PA      | $453406.91    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426564 | PA      | $432322.57    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117218 | PA      | $113990.59    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468578 | PA      | $487231.96    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419010 | PA      | $426060.67    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241980 | PA      | $244139.16    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269022 | PA      | $274173.63    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1004382 | PA      | $1002174.78   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3417174 | PA      | $2891767.04   | 0.08%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264715 | PA      | $274087.87    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107564 | PA      | $111453.39    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1080486 | PA      | $1115796.54   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    709103 | PA      | $712959.84    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763666 | PA      | $772380.25    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    506508 | PA      | $534741.83    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4125762 | PA      | $4258098.26   | 0.12%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626518 | PA      | $649190.40    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671849 | PA      | $686413.53    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214149 | PA      | $1210272.70   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276710 | PA      | $289561.18    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUJ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5529794 | PA      | $5706363.78   | 0.16%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665472 | PA      | $644122.12    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1410931 | PA      | $1307856.69   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21008 | PA      | $20045.61     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414179 | PA      | $382949.62    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211022 | PA      | $194964.86    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193598 | PA      | $170716.88    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748395 | PA      | $610821.01    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590068 | PA      | $523076.25    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908016 | PA      | $930171.93    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2190337 | PA      | $1771831.81   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVJC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5013204 | PA      | $4982913.36   | 0.14%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515511 | PA      | $478500.27    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626553 | PA      | $538687.03    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136781 | PA      | $117774.68    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266949 | PA      | $1036369.55   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1616807 | PA      | $1579289.22   | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1481779 | PA      | $1412162.01   | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    958928 | PA      | $990730.11    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661878 | PA      | $512706.18    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4571631 | PA      | $3714496.98   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3236515 | PA      | $2506902.25   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10197734 | PA      | $8287793.29   | 0.23%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667409 | PA      | $516956.85    | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224495 | PA      | $993631.89    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151682 | PA      | $128455.06    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5260318 | PA      | $4264446.12   | 0.12%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    695036 | PA      | $613890.19    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2575963 | PA      | $2086279.00   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16466172 | PA      | $13338272.34  | 0.37%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12253818 | PA      | $10365896.36  | 0.28%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3807577 | PA      | $3685815.84   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304789 | PA      | $307814.73    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2737485 | PA      | $2760215.31   | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660742 | PA      | $666362.90    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    895946 | PA      | $887184.61    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2903002 | PA      | $2925906.60   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006862 | PA      | $1012915.44   | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838482 | PA      | $843095.97    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1104738 | PA      | $1110479.48   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3600904 | PA      | $3554232.54   | 0.10%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871200 | PA      | $859863.88    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995588 | PA      | $1032814.68   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249695 | PA      | $251729.01    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143078 | PA      | $148118.65    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GEWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21700 | PA      | $21397.60     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7549 | PA      | $7285.75      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36559 | PA      | $35356.82     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HM4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15068 | PA      | $14201.71     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMF48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3012 | PA      | $2901.03      | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMVZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15759 | PA      | $14869.21     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9330 | PA      | $8815.82      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNRA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21917 | PA      | $21182.44     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J2SY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5775 | PA      | $5575.97      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J65B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26990 | PA      | $24760.58     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J66W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12219 | PA      | $11209.18     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111207 | PA      | $102020.29    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26631 | PA      | $25178.75     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35304 | PA      | $32387.89     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8HL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22169 | PA      | $20337.46     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J94H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24457 | PA      | $23050.63     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11077 | PA      | $10432.65     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70002 | PA      | $67430.65     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49020 | PA      | $45834.11     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23278 | PA      | $22438.73     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112633 | PA      | $105892.60    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14001 | PA      | $13044.61     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60249 | PA      | $56207.84     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135404 | PA      | $126714.32    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83678 | PA      | $80515.90     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159648 | PA      | $148361.50    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269865 | PA      | $251818.18    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102731 | PA      | $98506.13     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11681 | PA      | $11484.22     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54834 | PA      | $53944.67     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66848 | PA      | $64079.15     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10783 | PA      | $10608.85     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M7JN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42634 | PA      | $41161.04     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23231 | PA      | $21867.89     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QL4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11040 | PA      | $10641.02     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13102 | PA      | $12653.31     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6302 | PA      | $5911.93      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5884 | PA      | $5659.41      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76020 | PA      | $71373.06     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5633 | PA      | $5415.96      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWPU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17155 | PA      | $16117.56     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19441 | PA      | $19548.60     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96642 | PA      | $90130.55     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57135 | PA      | $53328.62     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3725 | PA      | $3679.50      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16897 | PA      | $15842.74     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7829 | PA      | $7333.39      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50980 | PA      | $46168.67     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37811 | PA      | $35557.77     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5782 | PA      | $5577.39      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37706 | PA      | $35381.52     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14705 | PA      | $13790.82     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3115 | PA      | $3077.74      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16364 | PA      | $15391.05     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8285 | PA      | $7748.25      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60464 | PA      | $54573.01     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13872 | PA      | $12973.48     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131326 | PA      | $118497.34    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9704 | PA      | $9057.23      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201386 | PA      | $186511.66    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33704 | PA      | $30345.84     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41756 | PA      | $38990.01     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12269 | PA      | $11505.93     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28869 | PA      | $26986.42     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17877 | PA      | $17614.68     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNJK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10934 | PA      | $10769.77     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13526 | PA      | $13083.63     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12941 | PA      | $12088.76     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249665 | PA      | $233930.31    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73527 | PA      | $70833.36     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48628 | PA      | $46631.41     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233865 | PA      | $230335.81    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7791 | PA      | $7845.69      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10201 | PA      | $9810.45      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19603 | PA      | $18852.81     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108598 | PA      | $101179.04    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64294 | PA      | $59928.34     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60387 | PA      | $60808.75     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14012 | PA      | $13826.96     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15404 | PA      | $15111.03     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8606 | PA      | $8449.85      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7846 | PA      | $7740.39      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664098 | PA      | $602298.99    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    819078 | PA      | $742392.03    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65700 | PA      | $61987.74     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19166 | PA      | $18530.79     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77338 | PA      | $76633.90     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17223 | PA      | $17013.35     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821901 | PA      | $774623.62    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34560 | PA      | $32447.14     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28665 | PA      | $28315.28     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321911 | PA      | $291113.83    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77407 | PA      | $74643.88     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102397 | PA      | $92547.74     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181609 | PA      | $164234.17    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23166 | PA      | $21838.41     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13448 | PA      | $12685.07     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261683 | PA      | $235865.65    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244839 | PA      | $228315.34    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226586 | PA      | $212649.96    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27722 | PA      | $26583.04     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183847 | PA      | $168438.64    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55009 | PA      | $49666.00     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26759 | PA      | $26432.63     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398894 | PA      | $359943.95    | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1319241 | PA      | $1209499.59   | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162397 | PA      | $146723.54    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33317 | PA      | $32100.21     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99893 | PA      | $93792.00     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4031 | PA      | $3865.59      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25687 | PA      | $24684.85     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145658 | PA      | $136025.86    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791242 | PA      | $644248.03    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581120 | PA      | $473285.08    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649961 | PA      | $528270.76    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    425908 | PA      | $349514.04    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778241 | PA      | $635898.34    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    937694 | PA      | $758950.10    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1288859 | PA      | $1190846.55   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1434963 | PA      | $1213882.30   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BAFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534712 | PA      | $473978.16    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78042 | PA      | $75715.12     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44881 | PA      | $43542.56     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246570 | PA      | $244617.50    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101340 | PA      | $102263.70    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127956 | PA      | $128924.30    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274673 | PA      | $287432.54    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35286 | PA      | $34022.50     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412625 | PA      | $380000.36    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397710 | PA      | $366133.15    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334846 | PA      | $308060.79    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224036 | PA      | $206234.25    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268341 | PA      | $241305.21    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381838 | PA      | $353903.48    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410302 | PA      | $348669.95    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439399 | PA      | $373162.58    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1293823 | PA      | $1103326.61   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608493 | PA      | $1306996.64   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169498 | PA      | $138710.45    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802813 | PA      | $677249.25    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416091 | PA      | $351559.21    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1158680 | PA      | $988095.88    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306683 | PA      | $261137.51    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1457000 | PA      | $1237381.26   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226012 | PA      | $191809.84    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430971 | PA      | $1175499.06   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690952 | PA      | $584594.89    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410996 | PA      | $337101.13    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1293501 | PA      | $1060801.69   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2276463 | PA      | $1862933.31   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965481 | PA      | $790098.48    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1929340 | PA      | $1570027.80   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495374 | PA      | $404149.29    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504143 | PA      | $411723.19    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515911 | PA      | $420903.68    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629941 | PA      | $515276.87    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1305304 | PA      | $1058924.08   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1351235 | PA      | $1109294.70   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1331908 | PA      | $1082655.86   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161296 | PA      | $137563.23    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1971637 | PA      | $1608557.08   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504625 | PA      | $1325359.71   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326044 | PA      | $309077.97    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614981 | PA      | $566375.14    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1076739 | PA      | $994296.84    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4435764 | PA      | $3927634.17   | 0.11%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254580 | PA      | $218651.74    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310930 | PA      | $309958.14    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176795 | PA      | $167658.17    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173179 | PA      | $164166.95    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2208088 | PA      | $2091175.85   | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464920 | PA      | $450230.63    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608632 | PA      | $607850.28    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481191 | PA      | $455987.45    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327189 | PA      | $335604.70    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366598 | PA      | $364405.15    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716721 | PA      | $731094.14    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699434 | PA      | $717426.46    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477581 | PA      | $487151.41    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717452 | PA      | $734503.00    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497798 | PA      | $493823.89    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468080 | PA      | $477316.86    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1165648 | PA      | $1175826.08   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497454 | PA      | $457979.40    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460488 | PA      | $424802.84    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459604 | PA      | $423128.20    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641539 | PA      | $590612.72    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554590 | PA      | $510555.05    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441388 | PA      | $406340.57    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457218 | PA      | $420914.24    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756013 | PA      | $695979.47    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327080 | PA      | $301705.95    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338014 | PA      | $311384.71    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4727656 | PA      | $4010356.87   | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    370000 | PA      | $402848.03    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    477000 | PA      | $535865.65    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    562000 | PA      | $627139.31    | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    909000 | PA      | $972895.73    | 0.03%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1698000 | PA      | $1888283.77   | 0.05%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3487000 | PA      | $3937344.31   | 0.11%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     53000 | PA      | $58910.47     | 0.00%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1191000 | PA      | $1046754.41   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537877 | PA      | $531376.38    | 0.01%             | 2027-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459792 | PA      | $450059.55    | 0.01%             | 2030-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490679 | PA      | $475351.10    | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675566 | PA      | $642203.52    | 0.02%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904046 | PA      | $817699.79    | 0.02%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511000 | PA      | $451944.50    | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724000 | PA      | $638159.74    | 0.02%             | 2031-04-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1470000 | PA      | $1300396.25   | 0.04%             | 2031-10-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     25000 | PA      | $21307.39     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85728.57     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    140000 | PA      | $133711.74    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     40000 | PA      | $40609.25     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590706 | PA      | $584746.97    | 0.02%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488211 | PA      | $472628.46    | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698000 | PA      | $1513697.38   | 0.04%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87000 | PA      | $85971.04     | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMCR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2951213 | PA      | $2857819.28   | 0.08%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $909525.89    | 0.02%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $406690.29    | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171000 | PA      | $153173.47    | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1856000 | PA      | $1685904.65   | 0.05%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $442840.85    | 0.01%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813000 | PA      | $648989.69    | 0.02%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1498104.30   | 0.04%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4003323.20   | 0.11%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $500070.15    | 0.01%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $519745.65    | 0.01%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4126492.80   | 0.11%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $497654.75    | 0.01%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $926072.46    | 0.03%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98444.52     | 0.00%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $498661.45    | 0.01%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3782 | PA      | $3943.71      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31389QZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1204 | PA      | $1264.73      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AG3P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7917 | PA      | $7834.88      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AHPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       531 | PA      | $551.97       | 0.00%             | 2041-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AQAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3843 | PA      | $3693.33      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AWMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8894 | PA      | $8586.75      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15211 | PA      | $15373.12     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $37.18        | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8958 | PA      | $9053.79      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26435 | PA      | $26161.90     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24629 | PA      | $24891.30     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $538.25       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3339 | PA      | $3307.56      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19020 | PA      | $18799.88     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EL6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22515 | PA      | $21732.28     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3523 | PA      | $3560.07      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37042 | PA      | $36770.67     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12847 | PA      | $12712.10     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23107 | PA      | $22796.47     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28843 | PA      | $27167.47     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78165 | PA      | $76497.51     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4293 | PA      | $4256.35      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30344 | PA      | $29936.19     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3976 | PA      | $4004.12      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7481 | PA      | $7391.46      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161628 | PA      | $152615.01    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64520 | PA      | $63631.22     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51391 | PA      | $50219.63     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98816 | PA      | $89052.05     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131828 | PA      | $124145.54    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513531 | PA      | $462790.64    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28647 | PA      | $27923.82     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46965 | PA      | $45757.23     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42867 | PA      | $41718.23     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501596 | PA      | $1409925.39   | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34407 | PA      | $32317.77     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21958 | PA      | $19833.09     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20600 | PA      | $20144.52     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52459 | PA      | $50665.87     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25266 | PA      | $24899.94     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57396 | PA      | $54164.47     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84655 | PA      | $76618.12     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45354 | PA      | $44075.45     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131074 | PA      | $122842.31    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31843 | PA      | $31035.55     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44121 | PA      | $40386.43     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETJU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1109827 | PA      | $1071096.73   | 0.03%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37154 | PA      | $36721.99     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29381 | PA      | $28636.02     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29417 | PA      | $28698.82     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367508 | PA      | $354933.97    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28557 | PA      | $26919.20     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LSZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3109 | PA      | $3025.47      | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LVEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11512 | PA      | $10867.66     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LVU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9241 | PA      | $8995.88      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5F87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4729 | PA      | $4614.92      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1642 | PA      | $1711.39      | 0.00%             | 2042-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5GF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5939 | PA      | $5803.07      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MAJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9012 | PA      | $8505.08      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MBKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30466 | PA      | $29405.30     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40690 | PA      | $37263.35     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3399 | PA      | $3369.25      | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138NXRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9589 | PA      | $9081.67      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84137 | PA      | $77078.44     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16007 | PA      | $14644.49     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22496 | PA      | $22193.66     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2710 | PA      | $2665.42      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100784 | PA      | $92156.26     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28186 | PA      | $27807.35     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCQP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63490 | PA      | $61150.56     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23262 | PA      | $22465.98     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35409 | PA      | $34197.56     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46859 | PA      | $45146.90     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108711 | PA      | $102079.93    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26604 | PA      | $25694.15     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11214 | PA      | $11002.68     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69685 | PA      | $65434.62     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WERK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88952 | PA      | $83526.78     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63692 | PA      | $61513.12     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2072 | PA      | $2038.23      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5792 | PA      | $5601.82      | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101590 | PA      | $95392.73     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7700 | PA      | $7532.27      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6234 | PA      | $6051.21      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10558 | PA      | $10340.32     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109140 | PA      | $102482.26    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27996 | PA      | $27125.78     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21362 | PA      | $20903.91     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11040 | PA      | $10352.35     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96037 | PA      | $90104.08     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9070 | PA      | $8948.12      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49632 | PA      | $46784.49     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7815 | PA      | $7511.81      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42980 | PA      | $40514.30     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7216 | PA      | $6935.22      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6762 | PA      | $6600.08      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28650 | PA      | $26878.14     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13496 | PA      | $13322.49     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9759 | PA      | $9371.46      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72061 | PA      | $69467.25     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41188 | PA      | $39674.09     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11358 | PA      | $10906.51     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36014 | PA      | $33698.39     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42861 | PA      | $40125.23     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6560 | PA      | $6135.80      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23594 | PA      | $22082.06     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26142 | PA      | $24460.57     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24820 | PA      | $23803.80     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9526 | PA      | $9398.48      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52840 | PA      | $50737.06     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18281 | PA      | $17540.71     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10306 | PA      | $9622.24      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4354 | PA      | $4171.09      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33454 | PA      | $32969.70     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17380 | PA      | $16270.38     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4173 | PA      | $4120.90      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144251 | PA      | $134765.55    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195977 | PA      | $175968.21    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38133 | PA      | $34725.64     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33782 | PA      | $30574.67     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251648 | PA      | $236596.72    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207405 | PA      | $193681.70    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13267 | PA      | $12895.88     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175056 | PA      | $168621.20    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151763 | PA      | $146104.55    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4509 | PA      | $4395.90      | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64508 | PA      | $58384.05     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379317 | PA      | $340479.71    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30008 | PA      | $28045.84     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25709 | PA      | $25018.30     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88847 | PA      | $83502.71     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69781 | PA      | $65206.43     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131083 | PA      | $122940.87    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71840 | PA      | $68892.46     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108749 | PA      | $107108.78    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22905 | PA      | $20593.97     | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104544 | PA      | $96612.28     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99925 | PA      | $95928.89     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25080 | PA      | $24695.04     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205764 | PA      | $197495.34    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63886 | PA      | $59913.29     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74380 | PA      | $69868.48     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119158 | PA      | $114157.33    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185102 | PA      | $169573.57    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91832 | PA      | $84084.80     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16806 | PA      | $15383.06     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7531 | PA      | $7810.84      | 0.00%             | 2043-06-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WTWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5003 | PA      | $5140.09      | 0.00%             | 2043-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WUT52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16785 | PA      | $15348.14     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XDJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       993 | PA      | $982.22       | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XHZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2881 | PA      | $2846.62      | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26126 | PA      | $25252.99     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35699 | PA      | $33795.35     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42712 | PA      | $43166.58     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11479 | PA      | $11360.44     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16445 | PA      | $15991.63     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48626 | PA      | $46962.61     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60044 | PA      | $55850.46     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89249 | PA      | $84035.05     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39051 | PA      | $38221.72     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28458 | PA      | $27847.79     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16199 | PA      | $15596.73     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YWNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12907 | PA      | $12524.95     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18753 | PA      | $18364.17     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13408 | PA      | $12885.75     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8563 | PA      | $8697.19      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4601 | PA      | $4747.64      | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2985 | PA      | $3080.77      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1704 | PA      | $1758.51      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137214 | PA      | $1161373.61   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383150 | PA      | $391461.56    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140BXVC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782127 | PA      | $776595.44    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0E76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13344 | PA      | $13177.03     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E24G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23116 | PA      | $22256.27     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9954 | PA      | $9507.20      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13050 | PA      | $12597.81     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2672 | PA      | $2632.71      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6605 | PA      | $6449.27      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15313 | PA      | $13930.42     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4328 | PA      | $4233.47      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5184 | PA      | $5070.76      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5156 | PA      | $5037.12      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7073 | PA      | $6852.39      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBXA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6623 | PA      | $6367.66      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21627 | PA      | $20246.46     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28464 | PA      | $26627.63     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2388 | PA      | $2358.11      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22538 | PA      | $22030.63     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8789 | PA      | $8234.34      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6855 | PA      | $6756.52      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31853 | PA      | $29843.62     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5656 | PA      | $5575.69      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95922 | PA      | $89922.67     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3774 | PA      | $3725.40      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5457 | PA      | $5391.13      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135085 | PA      | $126739.51    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20822 | PA      | $19552.19     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10704 | PA      | $10265.03     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142963 | PA      | $133642.12    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7319 | PA      | $7146.31      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65555 | PA      | $62999.35     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19387 | PA      | $18887.28     | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4093 | PA      | $4032.51      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49468 | PA      | $44751.12     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EW6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8657 | PA      | $8323.49      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3675 | PA      | $3612.62      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9715 | PA      | $9493.23      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10965 | PA      | $10817.86     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52491 | PA      | $50589.07     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4262 | PA      | $4109.54      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1T28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14268 | PA      | $13781.67     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23659 | PA      | $22173.38     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4NA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17684 | PA      | $16412.37     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4TE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12675 | PA      | $11838.17     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39955 | PA      | $36028.19     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94434 | PA      | $85152.72     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5RX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12602 | PA      | $11783.80     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F8KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11881 | PA      | $11393.84     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96723 | PA      | $90402.53     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27705 | PA      | $25931.42     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12156 | PA      | $11345.99     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6372 | PA      | $6118.00      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10448 | PA      | $10010.08     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53979 | PA      | $50485.99     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7760 | PA      | $7248.12      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17641 | PA      | $16495.27     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1791 | PA      | $1763.85      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5854 | PA      | $5764.93      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44866 | PA      | $43002.00     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FFEY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9632 | PA      | $9239.04      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12263 | PA      | $11520.19     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28929 | PA      | $27718.36     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20675 | PA      | $19315.93     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16711 | PA      | $16170.12     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48249 | PA      | $45306.57     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12898 | PA      | $12476.70     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FRMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188743 | PA      | $168956.05    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8279 | PA      | $8173.27      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2070 | PA      | $2038.98      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5644 | PA      | $5552.37      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1117 | PA      | $1100.26      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48329 | PA      | $45181.05     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FTW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4536 | PA      | $4463.66      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FUNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4407 | PA      | $4342.34      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6077 | PA      | $5979.79      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8985 | PA      | $8704.49      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192613 | PA      | $182176.87    | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174804 | PA      | $165353.13    | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819953 | PA      | $750148.49    | 0.02%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141005 | PA      | $127571.28    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159210 | PA      | $153198.98    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8731 | PA      | $8599.99      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48951 | PA      | $46896.45     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10972 | PA      | $10749.73     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7278 | PA      | $7319.29      | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149220 | PA      | $142958.19    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206364 | PA      | $198127.22    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11645 | PA      | $11466.69     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13255 | PA      | $12708.39     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11340 | PA      | $11161.48     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11010 | PA      | $10286.14     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361939 | PA      | $339200.54    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11972 | PA      | $11779.30     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30606 | PA      | $30781.90     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58642 | PA      | $56406.21     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7929 | PA      | $7805.86      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69022 | PA      | $69355.62     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161768 | PA      | $150661.67    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522528 | PA      | $482760.93    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61122 | PA      | $60143.13     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39567 | PA      | $38933.07     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73784 | PA      | $72636.42     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55688 | PA      | $54821.79     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37293 | PA      | $36686.71     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13379 | PA      | $13351.81     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJ5L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54642 | PA      | $54351.15     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309091 | PA      | $304013.54    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7363 | PA      | $7220.55      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602946 | PA      | $592793.41    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43928 | PA      | $42669.63     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79633 | PA      | $76498.11     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140112 | PA      | $135038.90    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47128 | PA      | $44222.62     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139441 | PA      | $133690.68    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44607 | PA      | $43942.98     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6876 | PA      | $6781.32      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5US6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47233 | PA      | $45275.43     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104114 | PA      | $97631.85     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81603 | PA      | $76236.72     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66436 | PA      | $65452.39     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184086 | PA      | $172997.95    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101105 | PA      | $96830.87     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20424 | PA      | $19620.68     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232546 | PA      | $223862.16    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8107 | PA      | $7997.63      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135752 | PA      | $127688.45    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17841 | PA      | $17092.00     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71169 | PA      | $66898.65     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92728 | PA      | $89224.03     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69484 | PA      | $65293.02     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146434 | PA      | $132266.44    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76576 | PA      | $74417.15     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93687 | PA      | $92718.48     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123855 | PA      | $119543.48    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86486 | PA      | $81121.14     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139010 | PA      | $127269.19    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8D26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152418 | PA      | $149984.98    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281290 | PA      | $243335.92    | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53303 | PA      | $52467.88     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259090 | PA      | $233500.79    | 0.01%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85615 | PA      | $80590.30     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44419 | PA      | $42851.55     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83366 | PA      | $80996.88     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96424 | PA      | $98529.54     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56481 | PA      | $58257.13     | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77820 | PA      | $75652.39     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38664 | PA      | $36457.45     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71616 | PA      | $69929.94     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63738 | PA      | $62740.32     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49427 | PA      | $48573.61     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450576 | PA      | $434282.35    | 0.01%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138334 | PA      | $126585.13    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61925 | PA      | $61487.51     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248042 | PA      | $237813.90    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41342 | PA      | $39731.47     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635325 | PA      | $613290.93    | 0.02%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45451 | PA      | $43757.01     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1301798 | PA      | $1253635.09   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9BX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114488 | PA      | $113836.42    | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119487 | PA      | $116634.15    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250050 | PA      | $228852.46    | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936455 | PA      | $901760.16    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44743 | PA      | $43961.93     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29537 | PA      | $30954.55     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705117 | PA      | $652636.90    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67289 | PA      | $64852.23     | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166260 | PA      | $163201.69    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413105 | PA      | $370398.39    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37494 | PA      | $36932.90     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38086 | PA      | $37385.61     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146441 | PA      | $141338.84    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30172 | PA      | $29004.90     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58681 | PA      | $57573.38     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76129 | PA      | $72888.96     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131366 | PA      | $128992.61    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139737 | PA      | $130368.43    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5414 | PA      | $5171.08      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158013 | PA      | $147926.72    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97385 | PA      | $87515.43     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655025 | PA      | $583111.00    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85597 | PA      | $76921.76     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379366 | PA      | $336649.83    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406444 | PA      | $1148117.81   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686343 | PA      | $557662.01    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247414 | PA      | $228246.89    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254262 | PA      | $205845.89    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1912169 | PA      | $1564824.46   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140379 | PA      | $114878.78    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76317 | PA      | $74159.06     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323437 | PA      | $265211.14    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292274 | PA      | $269050.89    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18740 | PA      | $18244.55     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241267 | PA      | $1004007.30   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2671820 | PA      | $2161819.38   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415770 | PA      | $425956.82    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3759800 | PA      | $3041135.87   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307473 | PA      | $1055258.99   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5345653 | PA      | $4525453.02   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1284850 | PA      | $1087297.09   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382763 | PA      | $379432.06    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43727 | PA      | $42046.63     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23879 | PA      | $22917.37     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29551 | PA      | $28310.95     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42867 | PA      | $39905.75     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26971 | PA      | $25838.91     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68544 | PA      | $65666.93     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63259 | PA      | $58942.22     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42452 | PA      | $39519.44     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75812 | PA      | $72630.02     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157507 | PA      | $154976.63    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15769 | PA      | $15106.96     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11210 | PA      | $10746.82     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20941 | PA      | $20650.65     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82766 | PA      | $79292.63     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94272 | PA      | $88577.92     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69059 | PA      | $64976.51     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46458 | PA      | $45109.64     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174390 | PA      | $163769.80    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140741 | PA      | $138551.82    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160924 | PA      | $154582.43    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698878 | PA      | $650298.25    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87497 | PA      | $82491.18     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16894 | PA      | $15734.50     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58991 | PA      | $55591.26     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301348 | PA      | $288701.86    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23237 | PA      | $22831.19     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62255 | PA      | $61235.24     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145037 | PA      | $145838.42    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30412 | PA      | $29133.82     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7576 | PA      | $7450.83      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49667 | PA      | $49911.29     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32426 | PA      | $31058.79     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60522 | PA      | $59446.32     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230843 | PA      | $221363.59    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217091 | PA      | $213368.11    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72879 | PA      | $73240.50     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71947 | PA      | $68866.54     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39696 | PA      | $37201.00     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62844 | PA      | $63126.09     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288362 | PA      | $276520.28    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68255 | PA      | $68589.93     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116527 | PA      | $111500.98    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286410 | PA      | $274161.17    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318445 | PA      | $305682.47    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427694 | PA      | $384662.95    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114134 | PA      | $102142.64    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201239 | PA      | $178704.17    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285445 | PA      | $253835.92    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932520 | PA      | $822597.78    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633903 | PA      | $543331.30    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971053 | PA      | $794331.38    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308058 | PA      | $264850.96    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234303 | PA      | $207377.22    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849138 | PA      | $732123.73    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129358 | PA      | $963101.34    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    835991 | PA      | $712917.36    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783694 | PA      | $637744.86    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323073 | PA      | $298047.34    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1114620 | PA      | $1026197.49   | 0.03%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557704 | PA      | $1284443.61   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644218 | PA      | $1350682.39   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676241 | PA      | $623845.81    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617382 | PA      | $568394.94    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557329 | PA      | $1436653.32   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45458 | PA      | $36992.15     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470720 | PA      | $401559.19    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544808 | PA      | $502597.46    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556977 | PA      | $512783.72    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525027 | PA      | $499641.77    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346887 | PA      | $319361.45    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191548 | PA      | $176464.89    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122048 | PA      | $112436.70    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485410 | PA      | $446893.27    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176820 | PA      | $961776.91    | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1484831 | PA      | $1205676.95   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57096 | PA      | $46724.42     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999664 | PA      | $817244.91    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365155 | PA      | $301743.74    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKSC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249062 | PA      | $214154.39    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1615809 | PA      | $1320548.50   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407631 | PA      | $386722.81    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775135 | PA      | $657165.74    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777891 | PA      | $635649.68    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342211 | PA      | $290397.97    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963974 | PA      | $822340.42    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1921230 | PA      | $1635961.07   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680141 | PA      | $607285.17    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2317320 | PA      | $1970145.28   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189815 | PA      | $171356.69    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1215815 | PA      | $1037854.94   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1852115 | PA      | $1569376.70   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799865 | PA      | $737141.11    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682554 | PA      | $601057.23    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334672 | PA      | $294624.99    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583199 | PA      | $536897.92    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575879 | PA      | $491318.05    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283097 | PA      | $230365.15    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150748 | PA      | $2681952.48   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114463 | PA      | $108212.91    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249087 | PA      | $1099614.10   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1397582 | PA      | $1239194.00   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650270 | PA      | $572369.99    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1301252 | PA      | $1108015.03   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354157 | PA      | $304391.75    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613758 | PA      | $543442.25    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217466 | PA      | $213521.77    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296732 | PA      | $287883.97    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1665685 | PA      | $1531451.60   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806339 | PA      | $764667.94    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831288 | PA      | $808608.92    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336285 | PA      | $345464.50    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728020 | PA      | $711126.00    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794421 | PA      | $773453.36    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265662 | PA      | $265233.81    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779352 | PA      | $758784.66    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549729 | PA      | $548760.92    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465946 | PA      | $478664.65    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552995 | PA      | $1543704.05   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352950 | PA      | $357485.42    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327397 | PA      | $327678.08    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1099165 | PA      | $1126257.27   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1604489 | PA      | $1638800.21   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499456 | PA      | $495468.51    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120434 | PA      | $1130292.95   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934171 | PA      | $970796.21    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809650 | PA      | $818600.37    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460822 | PA      | $470676.55    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446420 | PA      | $1472954.78   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639743 | PA      | $665211.40    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472803 | PA      | $503122.02    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137267 | PA      | $1166499.92   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1634456 | PA      | $1689760.91   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439009 | PA      | $464261.66    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697730 | PA      | $733888.24    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254692 | PA      | $266662.88    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548672 | PA      | $574551.49    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742601 | PA      | $778650.54    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218390 | PA      | $226854.49    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970253 | PA      | $1990229.95   | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403217 | PA      | $423571.21    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810075 | PA      | $822249.98    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365396 | PA      | $1394582.61   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUNH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1763062 | PA      | $1776625.92   | 0.05%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874264 | PA      | $891895.24    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557453 | PA      | $584070.02    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1594202 | PA      | $1661078.95   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351012 | PA      | $358904.33    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2368613 | PA      | $2419701.30   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373604 | PA      | $1358019.76   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938061 | PA      | $959860.17    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570075 | PA      | $565434.99    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278311 | PA      | $283973.50    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2110507 | PA      | $2037786.15   | 0.06%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344561 | PA      | $352550.85    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1281260 | PA      | $1083218.02   | 0.03%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911532 | PA      | $943637.33    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814162 | PA      | $835008.81    | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639950 | PA      | $652824.31    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925486 | PA      | $933007.97    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177404 | PA      | $181361.66    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W37L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287535 | PA      | $292120.76    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170371 | PA      | $178280.76    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355214 | PA      | $1364778.71   | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828328 | PA      | $844888.62    | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3JY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452468 | PA      | $472649.99    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192730 | PA      | $196786.70    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3LX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4836662 | PA      | $4901843.79   | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168313 | PA      | $169483.39    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3PT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468961 | PA      | $477885.05    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331260 | PA      | $346550.55    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3TS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505597 | PA      | $511682.57    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W4E78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252164 | PA      | $254688.35    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99660 | PA      | $88584.91     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58019 | PA      | $53575.02     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89337 | PA      | $87722.68     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128834 | PA      | $135294.81    | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584678 | PA      | $535214.02    | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607086 | PA      | $550933.73    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288016 | PA      | $280264.12    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4287 | PA      | $4270.83      | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68372 | PA      | $66004.91     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67475 | PA      | $64994.67     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1815 | PA      | $1808.23      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227307 | PA      | $217680.47    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110693 | PA      | $108624.91    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92654 | PA      | $90661.52     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322590 | PA      | $286967.86    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152501 | PA      | $141589.20    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159452 | PA      | $149442.41    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292671 | PA      | $274146.20    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82316 | PA      | $79269.74     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000829 | PA      | $926752.31    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815487 | PA      | $759528.02    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319981 | PA      | $275048.22    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4596828 | PA      | $3936823.43   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506452 | PA      | $1291480.70   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960448 | PA      | $1667317.58   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323774 | PA      | $299235.00    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102120 | PA      | $98374.54     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857789 | PA      | $729035.61    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4483500 | PA      | $3843722.16   | 0.11%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243158 | PA      | $224324.48    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945949 | PA      | $780001.52    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1967160 | PA      | $1619015.42   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563902 | PA      | $1287181.51   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2621580 | PA      | $2313961.75   | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200712 | PA      | $177862.61    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695727 | PA      | $573685.39    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629905 | PA      | $597426.45    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557079 | PA      | $493828.85    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280876 | PA      | $258736.95    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673970 | PA      | $621764.49    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9SX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3777717 | PA      | $2927142.33   | 0.08%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087226 | PA      | $877650.41    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274301 | PA      | $243242.05    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871130 | PA      | $813071.14    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208790 | PA      | $184954.35    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689362 | PA      | $1381904.27   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1899106 | PA      | $1603041.83   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475385 | PA      | $388865.71    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479852 | PA      | $409161.04    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1514688 | PA      | $1300890.39   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2945566 | PA      | $2611083.85   | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734853 | PA      | $1419110.90   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524606 | PA      | $496889.78    | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323684 | PA      | $1231619.34   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2877555 | PA      | $2469095.08   | 0.07%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101116 | PA      | $900709.58    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055788 | PA      | $908074.92    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387714 | PA      | $371261.14    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817049 | PA      | $701921.16    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424643 | PA      | $391068.99    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1608970 | PA      | $1246187.04   | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579582 | PA      | $511299.08    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1157100 | PA      | $982131.02    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1566640 | PA      | $1344027.18   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489143 | PA      | $450610.07    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626673 | PA      | $538040.85    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201416 | PA      | $165119.70    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295332 | PA      | $242079.46    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548324 | PA      | $447485.30    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225713 | PA      | $184393.30    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98970 | PA      | $89698.59     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    717690 | PA      | $660715.16    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721852 | PA      | $619538.67    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483991 | PA      | $415342.12    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2195482 | PA      | $1795868.34   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124047 | PA      | $111984.48    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92920 | PA      | $85628.64     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337342 | PA      | $310558.29    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501058 | PA      | $461274.36    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201315 | PA      | $185211.22    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266689 | PA      | $1166906.47   | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2633798 | PA      | $2139295.14   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156556 | PA      | $144125.37    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1307582 | PA      | $1061398.88   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235255 | PA      | $223843.40    | 0.01%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482469 | PA      | $457359.94    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505638 | PA      | $492364.15    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124501 | PA      | $124438.44    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636908 | PA      | $618546.93    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820842 | PA      | $799206.22    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258185 | PA      | $257337.58    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180675 | PA      | $185322.41    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125064 | PA      | $127699.77    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536060 | PA      | $535286.45    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480552 | PA      | $491126.82    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326609 | PA      | $333054.21    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3637359 | PA      | $2936385.58   | 0.08%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175010 | PA      | $181208.88    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333880 | PA      | $324687.23    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152413 | PA      | $975225.48    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514425 | PA      | $527312.44    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625279 | PA      | $529337.39    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330445 | PA      | $346674.38    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676256 | PA      | $712517.56    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2892517 | PA      | $2437043.15   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1165459 | PA      | $1224148.46   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2672924 | PA      | $2162180.59   | 0.06%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760231 | PA      | $751626.91    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568442 | PA      | $1510730.52   | 0.04%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603520 | PA      | $626288.87    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XR5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546172 | PA      | $566120.22    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684332 | PA      | $700089.58    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907663 | PA      | $926975.52    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287761 | PA      | $291447.19    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41766 | PA      | $43529.46     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7CU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471613 | PA      | $1486252.26   | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733572 | PA      | $769833.98    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7T32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704355 | PA      | $740045.05    | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7ZK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1465634 | PA      | $1453630.20   | 0.04%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y8BX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284438 | PA      | $288453.32    | 0.01%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y8NV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685417 | PA      | $680622.93    | 0.02%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45174 | PA      | $45654.92     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139397 | PA      | $125738.03    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50645 | PA      | $49845.91     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25650 | PA      | $26469.75     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3909 | PA      | $4031.50      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6586 | PA      | $6656.57      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       500 | PA      | $497.33       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417BXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9252 | PA      | $8730.93      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CVK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25300 | PA      | $23860.24     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417D2G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24648 | PA      | $22572.35     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20282 | PA      | $19092.32     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18933 | PA      | $17845.36     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18914 | PA      | $17819.97     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43516 | PA      | $39831.78     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19226 | PA      | $19462.36     | 0.00%             | 2037-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417G3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27311 | PA      | $24998.27     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15354 | PA      | $14053.61     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18583 | PA      | $17015.33     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23576 | PA      | $21579.51     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9197 | PA      | $8896.41      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28434 | PA      | $26777.48     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GNU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9888 | PA      | $9557.84      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10990 | PA      | $10599.89     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417LA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7950 | PA      | $7867.47      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10026 | PA      | $10132.79     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1338 | PA      | $1352.71      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5258 | PA      | $5151.47      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14185 | PA      | $13890.70     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19226 | PA      | $18121.26     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44181 | PA      | $42604.34     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24951 | PA      | $25001.70     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110816 | PA      | $106113.18    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90264 | PA      | $88583.79     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136586 | PA      | $130783.39    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94027 | PA      | $89852.70     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952318 | PA      | $909641.30    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159570 | PA      | $144043.12    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141985 | PA      | $136835.03    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472673 | PA      | $1327550.41   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58273 | PA      | $56100.23     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509115 | PA      | $459521.18    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11569 | PA      | $10815.03     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050767 | PA      | $942303.74    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1132609 | PA      | $1052419.52   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68199 | PA      | $63328.06     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298774 | PA      | $290124.07    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97699 | PA      | $93810.34     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144514 | PA      | $134363.19    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58046 | PA      | $53892.99     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529960 | PA      | $493358.07    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44221 | PA      | $42045.93     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222558 | PA      | $205959.37    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6143 | PA      | $6178.43      | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78168 | PA      | $76851.28     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38926 | PA      | $38720.72     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12654 | PA      | $12724.14     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234047 | PA      | $217495.08    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27404 | PA      | $26835.92     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19532 | PA      | $19427.20     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16475 | PA      | $16384.82     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14789 | PA      | $14206.98     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    878669 | PA      | $838214.62    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2613864 | PA      | $2121056.58   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1741635 | PA      | $1477387.12   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763828 | PA      | $647816.90    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167117 | PA      | $158027.86    | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7328128 | PA      | $5938897.48   | 0.16%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307795 | PA      | $277144.95    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2062491 | PA      | $1595862.46   | 0.04%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14272063 | PA      | $11562723.04  | 0.32%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5137181 | PA      | $4160619.15   | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4082169 | PA      | $3458348.28   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68053 | PA      | $68605.74     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171018 | PA      | $167557.58    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119840 | PA      | $117251.56    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497527 | PA      | $470625.59    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96828 | PA      | $92580.92     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244467 | PA      | $1014574.41   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237851 | PA      | $211364.69    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63680 | PA      | $56529.08     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343518 | PA      | $325804.51    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057488 | PA      | $861259.67    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647167 | PA      | $501154.13    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338728 | PA      | $262514.61    | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3220674 | PA      | $2618343.62   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    949250 | PA      | $771277.32    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2766700 | PA      | $2733966.03   | 0.07%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728501 | PA      | $753151.62    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365718 | PA      | $296100.05    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12074681 | PA      | $10229432.68  | 0.28%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2780770 | PA      | $2558325.19   | 0.07%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2646370 | PA      | $2381212.07   | 0.07%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193946 | PA      | $1099140.58   | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102533 | PA      | $1890696.04   | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595648 | PA      | $535960.73    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232098 | PA      | $219424.04    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494677 | PA      | $400253.06    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1965879 | PA      | $1730632.06   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383721 | PA      | $362768.03    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3141645 | PA      | $2765310.25   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463839 | PA      | $437928.63    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221729 | PA      | $1184294.47   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148396 | PA      | $145150.55    | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489228 | PA      | $474087.29    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447273 | PA      | $443496.10    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159403 | PA      | $163941.85    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1409456 | PA      | $1421589.35   | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4189105 | PA      | $3962057.22   | 0.11%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73731 | PA      | $72118.50     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753871 | PA      | $772726.81    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41677 | PA      | $40727.10     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189748 | PA      | $1213800.21   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588208 | PA      | $1567664.35   | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100429 | PA      | $1106148.74   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260007 | PA      | $256623.98    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200254 | PA      | $1172868.00   | 0.03%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4355830 | PA      | $4256443.17   | 0.12%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149467 | PA      | $148452.58    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141927 | PA      | $140964.20    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26375 | PA      | $26655.86     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418SYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       961 | PA      | $969.08       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1425 | PA      | $1440.52      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1744 | PA      | $1762.51      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418V5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1641 | PA      | $1658.85      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VNM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       884 | PA      | $893.26       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       639 | PA      | $645.61       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2389 | PA      | $2414.35      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418WG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       841 | PA      | $849.93       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3090 | PA      | $3106.14      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1973 | PA      | $1960.27      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419GAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       550 | PA      | $571.68       | 0.00%             | 2040-11-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7677 | PA      | $7758.80      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419LZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15163 | PA      | $15005.90     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1635946 | PA      | $1692263.87   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657928 | PA      | $684138.44    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151803 | PA      | $155514.77    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439230 | PA      | $456463.47    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250414 | PA      | $1281018.86   | 0.04%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812378 | PA      | $829784.67    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MVX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    817499 | PA      | $774658.71    | 0.02%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672863 | PA      | $681947.89    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425302 | PA      | $1455218.05   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575179 | PA      | $586318.60    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549792 | PA      | $563937.93    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615733 | PA      | $619863.83    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NM97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5356853 | PA      | $5393703.82   | 0.15%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943275 | PA      | $951923.05    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278049 | PA      | $286934.80    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850402 | PA      | $868560.50    | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1004507 | PA      | $1025829.04   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110740 | PA      | $1162819.23   | 0.03%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886266 | PA      | $905467.23    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    924488 | PA      | $951574.22    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1096502 | PA      | $1146435.57   | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427Q2E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139208 | PA      | $143306.55    | 0.00%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427Q2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190022 | PA      | $191929.36    | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427QKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181173 | PA      | $182416.76    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427QQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268901 | PA      | $273189.84    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427QR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1530541 | PA      | $1520138.29   | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427QR61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133126 | PA      | $134744.40    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427RXP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388494 | PA      | $383899.93    | 0.01%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38764.04     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98931.69     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61284.35     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    114000 | PA      | $97361.67     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108169.64    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67706.58     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66333.83     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44231.51     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95963.03     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139530.07    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91642.59     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98154.39     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    147000 | PA      | $110669.12    | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83290.03     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68731.94     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370140 | PA      | $383355.18    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335151 | PA      | $347970.68    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457204 | PA      | $479250.82    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90296 | PA      | $93480.11     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176363 | PA      | $183598.09    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346030 | PA      | $358565.09    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625083 | PA      | $657597.74    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99342 | PA      | $103143.69    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    646114 | PA      | $637872.50    | 0.02%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611804 | PA      | $625005.17    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1961794 | PA      | $1976087.44   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570536 | PA      | $601130.47    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1038658 | PA      | $1079381.95   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4512519 | PA      | $4486907.04   | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1121427 | PA      | $1150510.42   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711896 | PA      | $735721.59    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    864495 | PA      | $902038.84    | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970937 | PA      | $981672.67    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    688345 | PA      | $702851.99    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440326 | PA      | $453376.83    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GW3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215764 | PA      | $217930.37    | 0.01%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GWFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1326965 | PA      | $1317702.89   | 0.04%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GWGW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652819 | PA      | $662814.54    | 0.02%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GWVQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427000 | PA      | $433274.98    | 0.01%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307800 | PA      | $1333128.31   | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142JCCC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143915 | PA      | $142938.82    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142JQE47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575710 | PA      | $568901.55    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98818.70     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49158.02     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81435.55     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111674.58    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44266.67     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     89000 | PA      | $63942.26     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99645.00     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84762.03     | 0.00%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149292.72    | 0.00%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124018.91    | 0.00%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81803.52     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66147.83     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     58000 | PA      | $35181.59     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $90163.31     | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198697.04    | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143090.32    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110378.93    | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58784.19     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150022.57    | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102826.64    | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206162.74    | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100333.44    | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122531.32    | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116894.74    | 0.00%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47683.41     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67118.84     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49003.56     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49578.79     | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24445.09     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48307.82     | 0.00%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68416.23     | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |     25000 | PA      | $25241.92     | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust                                                | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506185.70    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29952.99     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49234.78     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73869.20     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                         | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49826.06     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                         | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 33767QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44827.74     | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169027.35    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    381000 | PA      | $364923.20    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    303000 | PA      | $229102.05    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    307000 | PA      | $298773.59    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    164000 | PA      | $149331.18    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60852.23     | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40419.49     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50779.86     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151405.83    | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50491.14     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99503.03     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49548.67     | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97129.72     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137058.36    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121564.27    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148778.50    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85153.40     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69434.49     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66529.76     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90102.09     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     87000 | PA      | $87187.05     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $49964.50     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $204068.00    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     75000 | PA      | $75300.00     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     75000 | PA      | $73364.25     | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99613.72     | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53314.00     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89777.89     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86513.55     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74008.74     | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84317.49     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105631.99    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52965.85     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67712.81     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45517.08     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67331.23     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66935.22     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124372.26    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $156560.80    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40667.78     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71420.13     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93610.68     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35140.26     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35339.20     | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225152.25    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71809.91     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102817.53    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117466.51    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159353.66    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99619.07     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97470.33     | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120418.37    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108102.77    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108828.07    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    165000 | PA      | $151863.66    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104784.59    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50747.41     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47769.64     | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40558.01     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23517.22     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61789.74     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $129150.00    | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $107629.50    | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $64878.39     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $50840.45     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35365.83     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: —       |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $39024.03     | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2026-A                                             | CUSIP: 34532WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498398.70    | 0.01%             | 2030-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2025-C                                             | CUSIP: 34535LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995740.20    | 0.03%             | 2030-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50514.70     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107917.61    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151075.16    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78262.83     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56868.23     | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260565.34    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201638.75    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197409.13    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186119.64    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180218.73    | 0.00%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199939.77    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412818.96    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210986.21    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206020.11    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207037.87    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210088.95    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202255.77    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198069.14    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201473.35    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198956.46    | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200882.11    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202498.09    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201795.91    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202534.86    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192015.93    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197532.48    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196269.86    | 0.01%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196406.02    | 0.01%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198099.78    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    152000 | PA      | $135109.03    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19976.06     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82942.40     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70608.30     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67656.42     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39354.12     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171441.64    | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169278.77    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    221000 | PA      | $203682.81    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191950.15    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53659.85     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    437000 | PA      | $516504.09    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96763.27     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88035.97     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46191.07     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    206000 | PA      | $194893.72    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88276.42     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71007.32     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71593.28     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86284.68     | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69547.53     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70476.59     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102322.90    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45861.96     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.07     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171269.66    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48672.51     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43294.65     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46061.92     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142423.16    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101518.70    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52506.81     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27407.82     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99296.76     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75618.48     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $287661.81    | 0.01%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36178DSS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11079 | PA      | $10230.65     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1994 | PA      | $1869.84      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19387 | PA      | $17703.60     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11830 | PA      | $11194.95     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133977 | PA      | $126986.14    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    444360 | PA      | $421173.47    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276238 | PA      | $261816.79    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92407 | PA      | $87582.34     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173616 | PA      | $159115.52    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20123 | PA      | $19070.06     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34470 | PA      | $34076.16     | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12134 | PA      | $11663.98     | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223901 | PA      | $203483.01    | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34433 | PA      | $32474.08     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430481 | PA      | $403428.35    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102551 | PA      | $98277.10     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163596 | PA      | $147966.75    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367110 | PA      | $345562.65    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157670 | PA      | $148536.41    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36547 | PA      | $32258.42     | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316644 | PA      | $287572.15    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65334 | PA      | $59294.98     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115115 | PA      | $108387.78    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327232 | PA      | $296958.65    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447967 | PA      | $421670.49    | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47724 | PA      | $45742.82     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12401 | PA      | $11672.73     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122450 | PA      | $117874.24    | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63676 | PA      | $57775.27     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27962 | PA      | $25368.85     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184200 | PA      | $172585.68    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30135 | PA      | $29781.90     | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47737 | PA      | $43302.00     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35870 | PA      | $33721.80     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6915 | PA      | $6624.73      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81006 | PA      | $76165.66     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    643833 | PA      | $615097.51    | 0.02%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    661143 | PA      | $621640.75    | 0.02%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167205 | PA      | $151605.05    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190817 | PA      | $172998.83    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623814 | PA      | $584235.48    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283955 | PA      | $257432.48    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7721 | PA      | $7390.79      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636395 | PA      | $1483459.72   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33845 | PA      | $33455.66     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366723 | PA      | $332449.85    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7239 | PA      | $6929.03      | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5258 | PA      | $5197.98      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24916 | PA      | $24631.62     | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151026 | PA      | $136903.19    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39921 | PA      | $38207.33     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7293 | PA      | $7209.11      | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226107 | PA      | $198380.90    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    488406 | PA      | $441996.38    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237078 | PA      | $222637.92    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129020 | PA      | $113277.00    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49607 | PA      | $46584.68     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169336 | PA      | $152947.24    | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481433 | PA      | $452817.83    | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225389 | PA      | $203988.77    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412312 | PA      | $387762.87    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168476 | PA      | $166030.65    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98494 | PA      | $92283.72     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458449 | PA      | $436826.22    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229042 | PA      | $225441.36    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145555 | PA      | $131827.46    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54121 | PA      | $51043.06     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20257 | PA      | $19366.73     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11207 | PA      | $10132.59     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639521 | PA      | $600780.85    | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    828282 | PA      | $792299.17    | 0.02%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353063 | PA      | $348432.65    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19153 | PA      | $18309.44     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166904 | PA      | $157308.58    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332771 | PA      | $312303.34    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8176 | PA      | $8065.29      | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310892 | PA      | $280990.62    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342176 | PA      | $321551.93    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344243 | PA      | $328808.97    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79289 | PA      | $74338.38     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104369 | PA      | $97821.56     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101113 | PA      | $91388.23     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404675 | PA      | $379286.55    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266873 | PA      | $254761.49    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45345 | PA      | $46140.20     | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67905 | PA      | $64798.33     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83240 | PA      | $82010.11     | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107829 | PA      | $108944.25    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9449 | PA      | $9736.79      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389104 | PA      | $364933.78    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382050 | PA      | $365329.42    | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33856 | PA      | $34178.58     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184639 | PA      | $181670.07    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371075 | PA      | $333205.11    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132982 | PA      | $123531.56    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42007 | PA      | $39334.56     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230904 | PA      | $220179.93    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187393 | PA      | $178708.96    | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211294 | PA      | $201197.70    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66954 | PA      | $67550.45     | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129333 | PA      | $130351.94    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49953 | PA      | $46927.87     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83428 | PA      | $84119.74     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351815 | PA      | $334683.46    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    551531 | PA      | $514949.58    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    984477 | PA      | $968068.63    | 0.03%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451908 | PA      | $456583.46    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16435 | PA      | $16577.96     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196732 | PA      | $194362.89    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120877 | PA      | $121954.15    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195509 | PA      | $175516.65    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173425 | PA      | $170248.00    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54412 | PA      | $53211.94     | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    819598 | PA      | $765644.02    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1518199 | PA      | $1254899.22   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1979642 | PA      | $1706090.91   | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4972523 | PA      | $4110143.62   | 0.11%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2675013 | PA      | $2303521.30   | 0.06%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2076194 | PA      | $1859797.88   | 0.05%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    917974 | PA      | $853617.66    | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2173788 | PA      | $1948544.14   | 0.05%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10068 | PA      | $9399.37      | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    718320 | PA      | $681427.51    | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1185767 | PA      | $1062939.46   | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213719 | PA      | $199523.15    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328811 | PA      | $306766.98    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183699 | PA      | $152082.57    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211025 | PA      | $188896.84    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3407384 | PA      | $2816445.61   | 0.08%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280579 | PA      | $251342.58    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594313 | PA      | $552278.49    | 0.02%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2199503 | PA      | $1820008.91   | 0.05%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170808 | PA      | $967755.77    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2953989 | PA      | $2441682.32   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478252 | PA      | $395309.37    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    934187 | PA      | $804234.60    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    947526 | PA      | $846533.79    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    943893 | PA      | $844412.11    | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8745518 | PA      | $7529094.54   | 0.21%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35648 | PA      | $31853.90     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3149937 | PA      | $2711616.47   | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1156664 | PA      | $956064.96    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4896031 | PA      | $4214738.37   | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351146 | PA      | $313713.24    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    932616 | PA      | $803179.71    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1427468 | PA      | $1275444.89   | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135314 | PA      | $107236.67    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2952113 | PA      | $2440131.74   | 0.07%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1617820 | PA      | $1446079.09   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    596863 | PA      | $513835.64    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1348124 | PA      | $1204411.91   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5727504 | PA      | $4734189.73   | 0.13%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1108151 | PA      | $953996.81    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    951037 | PA      | $849878.43    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1667946 | PA      | $1378676.26   | 0.04%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1198558 | PA      | $1031833.50   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6947049 | PA      | $6206483.88   | 0.17%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417707 | PA      | $386652.66    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2611409 | PA      | $2158515.43   | 0.06%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1920363 | PA      | $1715649.53   | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460471 | PA      | $426377.56    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389674 | PA      | $322093.67    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1710531 | PA      | $1472584.94   | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342964 | PA      | $348001.56    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1928799 | PA      | $1872293.29   | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476992 | PA      | $483853.46    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53035 | PA      | $52776.59     | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1770435 | PA      | $1724330.81   | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2639889 | PA      | $2497886.46   | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323089 | PA      | $321721.97    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461505 | PA      | $436140.66    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989381 | PA      | $984134.50    | 0.03%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987324 | PA      | $1002147.03   | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261973 | PA      | $261240.38    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1782683 | PA      | $1811187.43   | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154511 | PA      | $156826.94    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    864890 | PA      | $860017.40    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704037 | PA      | $714589.96    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125922 | PA      | $1146990.89   | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3228711 | PA      | $3358069.93   | 0.09%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2022793 | PA      | $2040321.16   | 0.06%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1750520 | PA      | $1783029.45   | 0.05%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1166409 | PA      | $1086566.28   | 0.03%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2123575 | PA      | $2111975.71   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193636 | PA      | $196185.57    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2860218 | PA      | $2893040.71   | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877789 | PA      | $896451.32    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1352177 | PA      | $1376961.86   | 0.04%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1412305 | PA      | $1470235.84   | 0.04%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888238 | PA      | $884778.88    | 0.02%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    964358 | PA      | $976608.10    | 0.03%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1651808 | PA      | $1638744.66   | 0.04%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367020 | PA      | $374525.09    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31433 | PA      | $28985.84     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59091 | PA      | $54490.90     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143611 | PA      | $133048.67    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231470 | PA      | $206769.51    | 0.01%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35346 | PA      | $33286.64     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15090 | PA      | $14477.86     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840120 | PA      | $710786.97    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1165646 | PA      | $986203.50    | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108306 | PA      | $91633.01     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111619 | PA      | $96092.38     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540710 | PA      | $465494.82    | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602543 | PA      | $597592.96    | 0.02%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1352619 | PA      | $1377547.90   | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4176640 | PA      | $3833157.30   | 0.11%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3308576 | PA      | $3200504.35   | 0.09%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863715 | PA      | $856530.50    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2199258 | PA      | $2216806.27   | 0.06%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DQF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9145 | PA      | $8587.99      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10746 | PA      | $10117.45     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180HVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6882 | PA      | $6466.52      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180KJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2867 | PA      | $2694.31      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180KJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3747 | PA      | $3518.46      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180MXS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18552 | PA      | $17391.98     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36181GDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26552 | PA      | $24519.34     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25428 | PA      | $23331.02     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    171000 | PA      | $172483.08    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    169000 | PA      | $162214.79    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $94558.03     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     63000 | PA      | $56162.77     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $93517.09     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $48507.85     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $73517.84     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $72590.13     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $43766.92     | 0.00%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46837 | PA      | $42930.11     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $134168.06    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N54A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    732788 | PA      | $764184.35    | 0.02%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N56K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617316 | PA      | $629567.99    | 0.02%             | 2056-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1472393 | PA      | $1425205.27   | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12266216 | PA      | $12163871.92  | 0.33%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282366 | PA      | $285017.16    | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3922664 | PA      | $3792151.03   | 0.10%             | 2055-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8020 | PA      | $8334.21      | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    972644 | PA      | $989587.61    | 0.03%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62912 | PA      | $65379.31     | 0.00%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5ZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863252 | PA      | $869745.57    | 0.02%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5ZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616673 | PA      | $641233.18    | 0.02%             | 2055-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N6BE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598845 | PA      | $593678.79    | 0.02%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N6BF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1042047 | PA      | $1051504.94   | 0.03%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N6BG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4430000 | PA      | $4525297.85   | 0.12%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109355 | PA      | $101312.56    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36200AJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2307 | PA      | $2355.75      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6381 | PA      | $6704.92      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6084 | PA      | $6199.72      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5742 | PA      | $5683.17      | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6657 | PA      | $6562.04      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243508 | PA      | $241353.23    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ADSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8175 | PA      | $8310.72      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AQMP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43743 | PA      | $42618.33     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11062 | PA      | $10561.21     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107114 | PA      | $99406.80     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196658 | PA      | $184438.30    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A25U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15633 | PA      | $14112.22     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527362 | PA      | $490671.21    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106304 | PA      | $99044.52     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144521 | PA      | $134455.80    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318693 | PA      | $295603.96    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A27M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52325 | PA      | $47145.50     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177255 | PA      | $165820.38    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2NA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96601 | PA      | $98604.96     | 0.00%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225486 | PA      | $204536.77    | 0.01%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132903 | PA      | $126355.42    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190922 | PA      | $172057.44    | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14636 | PA      | $13784.10     | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AABE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99455 | PA      | $95909.18     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59975 | PA      | $57584.79     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35322 | PA      | $31916.02     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19640 | PA      | $18678.60     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47628 | PA      | $45147.13     | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66957 | PA      | $63494.17     | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429459 | PA      | $436035.72    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276709 | PA      | $246835.45    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KC22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1577 | PA      | $1634.47      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KNM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       911 | PA      | $958.87       | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12285 | PA      | $12640.24     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $506122.81    | 0.01%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77439.32     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25917.00     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26234.11     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257843.43    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    338000 | PA      | $317600.56    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191566.03    | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121090.38    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75462.13     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102044.08    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49673.47     | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34309.99     | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407945.25    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104354.13    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210963.09    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106210.26    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36290TVJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6006 | PA      | $6411.10      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296Q2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7440 | PA      | $7346.73      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36297FSM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13168 | PA      | $13104.84     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $76615.54     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23713.40     | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GE VERNOVA INC                                                                   | GE Vernova Inc                                                                  | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49431.98     | 0.00%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                   | GE Vernova Inc                                                                  | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79288.95     | 0.00%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GE VERNOVA INC                                                                   | GE Vernova Inc                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28859.87     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39834.01     | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24438.23     | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86443.00     | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153549.38    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72602.42     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74595.21     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145637.05    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54908.11     | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     83000 | PA      | $61964.72     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100679.85    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88618.62     | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109736.24    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100080.79    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106382.76    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223110.51    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48150.24     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70630.07     | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159513.69    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    180000 | PA      | $110491.05    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106064.33    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128503.57    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56381.07     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50332.15     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98847.65     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220536.57    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196403.72    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124520.43    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148417.83    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    187000 | PA      | $198847.55    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85926.27     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170092.48    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    287000 | PA      | $269233.99    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65675.90     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    112000 | PA      | $104800.49    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106967.29    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66463.65     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102382.11    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51407.70     | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124787.35    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148158.87    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88982.87     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85593.08     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166635.64    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97992.94     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85349.95     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $109444.42    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    168000 | PA      | $159256.19    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157009.07    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296968.70    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200886.24    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51118.82     | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79472.99     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46576.55     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56342.07     | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77189.31     | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181781.90    | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252201.39    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148342.54    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102751.25    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60567.93     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30705.04     | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150747.33    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198364.41    | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50911.15     | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152682.87    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100868.13    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40929.18     | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50255.79     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51179.54     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51704.68     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74227.44     | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54206.26     | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43086.07     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65004.17     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27007.76     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25932.78     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74738.54     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72664.10     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67079.95     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46507.08     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                               | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24482.36     | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53747.44     | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32680.37     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     77000 | PA      | $49073.18     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111292.03    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     92000 | PA      | $109717.81    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    221000 | PA      | $190670.11    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161912.51    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $125095.99    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33391.64     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90038.15     | 0.00%             | 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        |     90000 | PA      | $81765.39     | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50387.27     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100788.64    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255296.98    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75296.88     | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126554.34    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76177.56     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49707.10     | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71846.73     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184176.50    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    189000 | PA      | $170560.94    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107938.52    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    407000 | PA      | $360611.66    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    231000 | PA      | $225733.23    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92198.63     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $159374.33    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72379.32     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123937.18    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59420.08     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    183000 | PA      | $163002.81    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51710.23     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102100.21    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61115.64     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75773.20     | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72706.68     | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72643.57     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90387.00     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221344.37    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    104000 | PA      | $90004.50     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170129.01    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100621.59    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149408.32    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $166427.25    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    187000 | PA      | $176370.57    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    112000 | PA      | $79703.18     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159956.99    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60460.50     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35239.95     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50092.60     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148758.07    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92020.35     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148531.25    | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132575.51    | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72802.99     | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216818.71    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49777.94     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48798.61     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35898.23     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49482.80     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25755.72     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                | GM Financial Consumer Automobile Receivables Trust 2024-3                       | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $516891.17    | 0.01%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $27435.80     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63379.39     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    114000 | PA      | $100508.61    | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261536.16    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163078.86    | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314665.68    | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119332.40    | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323855.17    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421422.35    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335262.30    | 0.01%             | 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        |    440000 | PA      | $431861.63    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336711.76    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279410.08    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381182.21    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273372.49    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301465.70    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355902.79    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321967.33    | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367697.35    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    475000 | PA      | $459997.51    | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    651000 | PA      | $702217.77    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179995.99    | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173226.44    | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    427000 | PA      | $423224.12    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336384.05    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    471000 | PA      | $468342.38    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153143.99    | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $317206.07    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388716.48    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263289.72    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449126.56    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    271000 | PA      | $200941.07    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    527000 | PA      | $465221.73    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123263.05    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    374000 | PA      | $332029.88    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    491000 | PA      | $443446.10    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $162534.52    | 0.00%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299994.34    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                          | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90626.69     | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116335.22    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735433.83    | 0.02%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738631.46    | 0.02%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488836.09    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333534.52    | 0.01%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241537.70    | 0.01%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43253.78     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48563.22     | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    282000 | PA      | $252192.24    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $297677.03    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49868.91     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64211.31     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73718.71     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72764.93     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24618.54     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25568.80     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224270.60    | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59094.40     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98167.83     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73964.80     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23856.73     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88756.21     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82285.88     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44250.17     | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $139040.10    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48907.04     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99992.06     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25543.63     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25813.16     | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90205.05     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25445.62     | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.93     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156696.05    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51459.23     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202165.95    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161154.20    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    214000 | PA      | $188843.85    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284892.35    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $102587.33    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151123.11    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48409.05     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278788.73    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199573.25    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91354.05     | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81595.40     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119012.88    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41946.85     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230624.48    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76593.20     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154432.57    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96538.41     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100980.66    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30614.24     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61509.31     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154222.97    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148581.62    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54091.52     | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184809.81    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130519.34    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106977.82    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50992.11     | 0.00%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161497.47    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115422.80    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    107000 | PA      | $103406.18    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213536.62    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $181143.25    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    232000 | PA      | $217000.35    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399712.92    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    611000 | PA      | $598217.97    | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404677.88    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $322528.56    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180398.55    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192800.00    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $359742.45    | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189318.52    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178951.88    | 0.00%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $277866.40    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200424.78    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $604849.27    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $311914.51    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $269105.50    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $224109.93    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $343462.48    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205746.96    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $317894.14    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $237150.82    | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210293.26    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $220965.83    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204932.59    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205255.23    | 0.01%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202246.76    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206770.85    | 0.01%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201458.01    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203630.15    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201092.64    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202260.10    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401165.40    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202817.01    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411176.32    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200221.79    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197222.36    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $391261.73    | 0.01%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198516.72    | 0.01%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197349.60    | 0.01%             | 2032-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196407.67    | 0.01%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201245.55    | 0.01%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122804.03    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47396.63     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152079.63    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112993.70    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95092.95     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50218.52     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151860.74    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25525.22     | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26010.73     | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49182.24     | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    136000 | PA      | $84745.44     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233926.69    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43242.48     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    114000 | PA      | $99646.05     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166294.09    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221744.07    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70693.84     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75496.58     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78879.61     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24783.27     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19444.97     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46550.49     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71044.00     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77698.06     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105660.19    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20994.86     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41264.28     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82381.74     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71826.17     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $44001.35     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $45553.44     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90599.79     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54397.70     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24743.00     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73197.65     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26057.80     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $49517.86     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    171000 | PA      | $160948.86    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     50000 | PA      | $43415.80     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     75000 | PA      | $75231.24     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $24454.98     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     92000 | PA      | $86525.14     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     90000 | PA      | $82569.28     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     75000 | PA      | $70637.81     | 0.00%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    135000 | PA      | $135892.08    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25481.71     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75428.51     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89188.09     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25024.67     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49996.07     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49153.08     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73582.14     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58447.73     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81582.38     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45005.83     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49845.67     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50365.45     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50790.02     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51169.85     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51084.04     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97530.38     | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75043.52     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172491.67    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160107.73    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92243.44     | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129790.37    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121814.32    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149778.29    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223881.89    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173820.00    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241996.69    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178532.93    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99199.66     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98182.25     | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99352.66     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50003.04     | 0.00%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39963.24     | 0.00%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49703.29     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85751.92     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     40000 | PA      | $38894.69     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     87000 | PA      | $80194.69     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     50000 | PA      | $44204.40     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     25000 | PA      | $24409.93     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $409017.93    | 0.01%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    530000 | PA      | $532205.05    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52224.70     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225565.50    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25147.65     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101093.52    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101688.91    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    274000 | PA      | $291684.54    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87257.17     | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91563.87     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109808.24    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91318.02     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $139070.11    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $141365.09    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102338.76    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $132212.94    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85507.75     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77689.69     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    171000 | PA      | $143555.28    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    402000 | PA      | $386764.65    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    104000 | PA      | $68903.80     | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137797.68    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164633.72    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    189000 | PA      | $151001.73    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103527.17    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110233.85    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $237613.93    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $86798.73     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82047.16     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76146.90     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $52390.47     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78029.03     | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    266000 | PA      | $248288.99    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    177000 | PA      | $126338.22    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199712.23    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71341.76     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50948.23     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131253.99    | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274149.63    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107336.49    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322316.70    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163572.07    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46941.11     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34776.97     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39479.17     | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170616.40    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    133000 | PA      | $118736.52    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99770.08     | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $173654.52    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $93990.12     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173711.31    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173365.90    | 0.00%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296755.36    | 0.01%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172992.43    | 0.00%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322465.98    | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128111.11    | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252055.00    | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | Honeywell Aerospace Inc                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163667.99    | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65933.66     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    257000 | PA      | $244084.70    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155013.19    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     76000 | PA      | $49228.51     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148077.84    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51215.31     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137730.71    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76566.75     | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151395.26    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75169.30     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49206.11     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89868.75     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69177.98     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55359.59     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    171000 | PA      | $162412.72    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    100000 | PA      | $94003.10     | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     71000 | PA      | $63120.81     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $75782.27     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     75000 | PA      | $74410.28     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     25000 | PA      | $25580.49     | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $49407.44     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60170.73     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96467.19     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25285.59     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49352.45     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98366.56     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24346.36     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $140440.22    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72833.34     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55790.77     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106560.37    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49894.89     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69341.80     | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60265.17     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61177.75     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51089.16     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86669.63     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25494.53     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25635.55     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101074.78    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121316.59    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197761.56    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    234000 | PA      | $264817.80    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202374.02    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185121.47    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42864.84     | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72528.53     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259811.43    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102041.50    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50757.77     | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123175.68    | 0.00%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48795.13     | 0.00%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24604.46     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73525.83     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161938.93    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50970.02     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51710.10     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280006.13    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258534.81    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250845.05    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    276000 | PA      | $273930.36    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89560.83     | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25390.20     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25250.72     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45545.45     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25207.83     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25685.23     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48973.46     | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100602.12    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100132.99    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98667.18     | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $91962.01     | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $88852.88     | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-C                                           | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248691.83    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201012.66    | 0.01%             | 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        |    200000 | PA      | $203923.07    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $59139.88     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47859.25     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42779.12     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74771.35     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25335.84     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49168.05     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48939.59     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70435.26     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     67000 | PA      | $60454.20     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    868186 | PA      | $884341.64    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     57143 | PA      | $61437.33     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                   | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     87000 | PA      | $92502.07     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    181000 | PA      | $170850.91    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62605.12     | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49264.42     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101942.40    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49742.25     | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65627.74     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45704.20     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52426.03     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68975.36     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32598.22     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33689.29     | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120570.78    | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     75000 | PA      | $54310.97     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $53868.66     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    284000 | PA      | $229957.64    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    522000 | PA      | $518218.11    | 0.01%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $188900.00    | 0.01%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    490000 | PA      | $454720.00    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    322000 | PA      | $249775.40    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    211000 | PA      | $131875.00    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $348200.00    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    222000 | PA      | $133382.04    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $235752.00    | 0.01%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199262.00    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196000.00    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196222.00    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198437.50    | 0.01%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $181500.00    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192300.00    | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $202970.00    | 0.01%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $190610.00    | 0.01%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192782.00    | 0.01%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200229.87    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197392.86    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $180977.76    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192602.15    | 0.01%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210947.27    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204239.15    | 0.01%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203138.88    | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198802.55    | 0.01%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199416.21    | 0.01%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82945.80     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $26695.66     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $296280.27    | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $73522.64     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71570.77     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79257.22     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207776.73    | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50433.06     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51185.86     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51053.71     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97667.42     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46843.11     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64386.54     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57917.40     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94184.57     | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84312.97     | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    227000 | PA      | $170162.16    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197154.98    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64910.96     | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    240000 | PA      | $167705.18    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158878.46    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189539.52    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    162000 | PA      | $89491.45     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88180.18     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202277.68    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    121000 | PA      | $97251.94     | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290799.62    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     88000 | PA      | $82457.64     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75278.18     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     63000 | PA      | $43272.69     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133535.73    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     63000 | PA      | $35152.05     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148731.78    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98322.07     | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190674.38    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245069.76    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80838.44     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191337.32    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111409.83    | 0.00%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262036.28    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42607.73     | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188756.89    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171609.10    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159562.27    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119255.09    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45400.93     | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    130000 | PA      | $104664.64    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $69276.90     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    171000 | PA      | $167956.24    | 0.00%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $295119.33    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $475942.61    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    427000 | PA      | $374727.43    | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    511000 | PA      | $480889.58    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501662.87    | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $382363.68    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $305354.39    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $302130.86    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $244973.45    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $510698.07    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49676.71     | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $300911.21    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $156885.46    | 0.00%             | 2036-01-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $200830.56    | 0.01%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $126099.64    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $100792.08    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     66000 | PA      | $47759.08     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29707.50     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78870.08     | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98266.60     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    157000 | PA      | $124984.25    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395187.60    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    133000 | PA      | $120767.86    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    126000 | PA      | $80417.99     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    158000 | PA      | $133097.62    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $123148.90    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $82946.67     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248872.25    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149674.50    | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209044.30    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    174000 | PA      | $153148.88    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115161.02    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51472.20     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98413.50     | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    550000 | PA      | $551903.57    | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $333944.89    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $465017.33    | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $697978.02    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $475785.97    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $440542.18    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $476156.63    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1265641.89   | 0.03%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $660154.99    | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $396685.06    | 0.01%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $297706.57    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $999248.05    | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $993159.81    | 0.03%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $763330.90    | 0.02%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $206885.02    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    750000 | PA      | $751205.21    | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $340373.22    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500180.18    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    780000 | PA      | $802704.78    | 0.02%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    735000 | PA      | $740951.41    | 0.02%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $498115.91    | 0.01%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1040000 | PA      | $1035870.91   | 0.03%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $687269.80    | 0.02%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     87000 | PA      | $89605.38     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $642076.06    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92353.00     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    148000 | PA      | $120091.18    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127777.87    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    381000 | PA      | $370366.25    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303582.91    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $254308.98    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    289000 | PA      | $280990.56    | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109268.78    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $249385.04    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    116000 | PA      | $71040.23     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161360.75    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99810.79     | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97972.63     | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84207.52     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250858.30    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99379.49     | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86982.28     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100618.31    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101097.69    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100996.62    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100515.72    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94426.43     | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98989.92     | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98482.69     | 0.00%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98072.83     | 0.00%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97411.80     | 0.00%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95562.12     | 0.00%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44817.13     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56823.98     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75272.78     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    341000 | PA      | $297306.27    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $507328.83    | 0.01%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252914.84    | 0.01%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $249490.88    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     77000 | PA      | $65714.04     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44039.62     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    237000 | PA      | $186367.81    | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77934.16     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63885.64     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74465.27     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     78000 | PA      | $54283.84     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26011.84     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73796.40     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32450.88     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51224.97     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47686.81     | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136909.37    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $150564.23    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76445.99     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76300.70     | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160962.36    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| INVESCO FINANCE PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $82525.17     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     70000 | PA      | $59915.64     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     79000 | PA      | $74350.28     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     87000 | PA      | $72470.27     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $46935.27     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     60000 | PA      | $60943.67     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     90000 | PA      | $90118.52     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    100000 | PA      | $95428.66     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $48828.60     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68357.81     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69512.65     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203872.00    | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103933.60    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    415000 | PA      | $350934.38    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $183250.00    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    490000 | PA      | $449575.00    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $129062.50    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    318000 | PA      | $309652.50    | 0.01%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    322000 | PA      | $242204.38    | 0.01%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $191788.00    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $405250.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $185467.66    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203000.00    | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $293718.75    | 0.01%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $288936.00    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $235589.18    | 0.01%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    130000 | PA      | $135811.09    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $191186.00    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    417000 | PA      | $317351.97    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $146089.55    | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32161.91     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $46693.50     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $47960.63     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $222159.43    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $76125.14     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $185258.02    | 0.01%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253079.50    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    146000 | PA      | $150707.08    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $75234.75     | 0.00%             | 2037-03-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $74861.25     | 0.00%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    389000 | PA      | $427249.37    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67253.02     | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146280.96    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136320.31    | 0.00%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    124000 | PA      | $113649.65    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    214000 | PA      | $194285.83    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87045.97     | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169083.43    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72057.34     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184283.73    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79794.50     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    271000 | PA      | $221548.03    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321982.97    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    321000 | PA      | $281550.01    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    187000 | PA      | $147693.83    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    427000 | PA      | $331276.45    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    471000 | PA      | $463388.77    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153579.35    | 0.00%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    581000 | PA      | $576404.38    | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    302000 | PA      | $300263.81    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    427000 | PA      | $427510.45    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    371000 | PA      | $361810.50    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470905.71    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $339158.58    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $438950.85    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    189000 | PA      | $144128.22    | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    291000 | PA      | $189974.35    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $317734.81    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292444.71    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150117.78    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    157000 | PA      | $109707.15    | 0.00%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    341000 | PA      | $300249.59    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406647.18    | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    242000 | PA      | $181943.47    | 0.00%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $272293.33    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228358.89    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    426000 | PA      | $378677.02    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    403000 | PA      | $365610.72    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    472000 | PA      | $471784.48    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    367000 | PA      | $362110.52    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200188.07    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602952.97    | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645445.05    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207073.85    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556055.03    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239385.81    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296137.45    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $489222.19    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228147.87    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360448.54    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253052.29    | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463799.70    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171861.55    | 0.00%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456388.60    | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480881.74    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261747.57    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234950.23    | 0.01%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300639.85    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385722.27    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275015.82    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262214.38    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300398.90    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291708.52    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417345.97    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310537.89    | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $491162.56    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241173.17    | 0.01%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368966.83    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207036.35    | 0.01%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283767.80    | 0.01%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171966.55    | 0.00%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021000 | PA      | $1004321.66   | 0.03%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29636.07     | 0.00%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24342.58     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152133.49    | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33301.26     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77641.59     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103775.76    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                             | Jacobs Solutions Inc                                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49300.13     | 0.00%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                             | Jacobs Solutions Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48762.42     | 0.00%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24925.53     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $490434.90    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    690000 | PA      | $678278.26    | 0.02%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $186345.84    | 0.01%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $174933.90    | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    514000 | PA      | $459119.74    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $189717.57    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $304055.62    | 0.01%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $201874.72    | 0.01%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048DD7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $196239.47    | 0.01%             | 2036-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $296086.06    | 0.01%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $299418.92    | 0.01%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $203731.27    | 0.01%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $200413.01    | 0.01%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $77854.79     | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49827.22     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200092.00    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $147045.11    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $147189.29    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     47000 | PA      | $51692.90     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $55009.20     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193418.00    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29141.63     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $164858.15    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    141000 | PA      | $119394.35    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105231.73    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122528.34    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331438.87    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95979.41     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99956.98     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49269.46     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49750.70     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49677.04     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116569 | PA      | $103307.74    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33641 | PA      | $31869.73     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $84478.32     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51653.68     | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     62000 | PA      | $48741.40     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219574.70    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    159000 | PA      | $150028.80    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87152.39     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119851.67    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    330000 | PA      | $300867.54    | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    137000 | PA      | $108841.72    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78149.13     | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168026.72    | 0.00%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130038.40    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    214000 | PA      | $161589.33    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168249.80    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177582.77    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139428.27    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57925.37     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    107000 | PA      | $57344.92     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102501.75    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103326.95    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103535.69    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113750.99    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60698.27     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127756.27    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77127.57     | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138981.63    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     64000 | PA      | $53671.14     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     87000 | PA      | $73171.56     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     70000 | PA      | $62130.79     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    121000 | PA      | $105398.45    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     65000 | PA      | $65249.20     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74072 | PA      | $69974.70     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                           | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26394.42     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167695.22    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84700.03     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84644.71     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86638.11     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45101.51     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    184000 | PA      | $125323.60    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50221.84     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    165000 | PA      | $147689.59    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68412.98     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49556.06     | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96742.61     | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86094.65     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    191000 | PA      | $155455.60    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     82000 | PA      | $56133.47     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    101000 | PA      | $73271.90     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    116000 | PA      | $74296.16     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48445.77     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     55000 | PA      | $38211.34     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52642.13     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171127.37    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    141000 | PA      | $128269.15    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30618.57     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24434.49     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21849.62     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66804.06     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49690.71     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96456.60     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    171000 | PA      | $141034.56    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50362.16     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20637.45     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74570.15     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121831.34    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91621.97     | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161287.58    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66110.23     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167278.82    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94038.99     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50532.54     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149954.07    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81574.94     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60616.83     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55775.57     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76848.09     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137147.86    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67168.65     | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    122000 | PA      | $95170.80     | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101088.10    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50547.81     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49573.77     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49821.41     | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49479.69     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48731.71     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99230.49     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81322.25     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85119.81     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102606.73    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159036.28    | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25246.62     | 0.00%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29380.67     | 0.00%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255257.22    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                            | Keybank National Association                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246399.06    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100112.60    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133134.14    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98953.79     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99228.45     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     25000 | PA      | $22795.67     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     67000 | PA      | $54550.29     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     71000 | PA      | $56394.66     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $96408.14     | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86658.05     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     74000 | PA      | $51701.04     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48552.45     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $90384.40     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95342.41     | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95775.76     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66564.48     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99908.70     | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $41286.01     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99601.06     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51385.64     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     87000 | PA      | $63310.87     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     87000 | PA      | $76612.78     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $91761.65     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     75000 | PA      | $73677.30     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $27053.75     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $97960.17     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $50514.89     | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177326.45    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80141.86     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    214000 | PA      | $238903.29    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91570.88     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48426.69     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67597.78     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77979.75     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122782.56    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80837.23     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182712.98    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102272.54    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87670.44     | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    214000 | PA      | $204118.69    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66834.12     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256672.97    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57759.90     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137147.77    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64948.01     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    191000 | PA      | $131923.02    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99188.96     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46158.37     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264301.96    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61221.27     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89290.33     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127892.19    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $50443.06     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $50129.96     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $79186.97     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $444900.00    | 0.01%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201024.00    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $215164.00    | 0.01%             | 2033-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204801.00    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196584.00    | 0.01%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $225120.00    | 0.01%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $167890.00    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    257000 | PA      | $239663.50    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $693509.08    | 0.02%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99945.25     | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1395797.72   | 0.04%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $602998.66    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $504970.96    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $398206.46    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $323460.71    | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $500717.48    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $546288.22    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $400882.86    | 0.01%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $143336.24    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $82491.94     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94063.38     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $273644.71    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76739.29     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $171941.02    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87169.16     | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76445.21     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39673.20     | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    163000 | PA      | $133298.63    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146999.79    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85013.26     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77748.92     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50513.94     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49910.55     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24410.87     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46424.72     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61164.79     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65651.07     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82102.60     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86279.12     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72859.41     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71299.65     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80905.44     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55751.55     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91270.20     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    182000 | PA      | $159025.39    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202409.40    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    255000 | PA      | $236812.99    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162258.48    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23124.17     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41682.46     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    171000 | PA      | $119073.44    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101775.71    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104769.90    | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.80    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49571.70     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100435.08    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99604.27     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114282.67    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87053.91     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    158000 | PA      | $138398.47    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210328.67    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97089.83     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50869.22     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46045.11     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137219.38    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67000.94     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $85952.11     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    112000 | PA      | $91949.52     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    144000 | PA      | $101891.81    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    137000 | PA      | $96667.51     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    117000 | PA      | $104462.51    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     94000 | PA      | $68036.49     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     77000 | PA      | $49653.40     | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42865.57     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40323.34     | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74549.97     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51460.79     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150495.67    | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68990.74     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86073.14     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71082.89     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44595.13     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99117.78     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49374.22     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146048.06    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $50097.95     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153117.59    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74553.78     | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127527.13    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47895.33     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    341000 | PA      | $298828.44    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200161.52    | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $201414.32    | 0.01%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72264.54     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25324.95     | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25693.47     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102468.56    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75976.64     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25713.63     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99545.22     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207753.29    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24946.27     | 0.00%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24750.19     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77431.31     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71377.23     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62733.80     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     74000 | PA      | $49023.80     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68502.51     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69315.70     | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34166.13     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105352.13    | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98383.51     | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115688.97    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50811.41     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69307.45     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72510.54     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141216.26    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75895.74     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48341.40     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61119.10     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     50000 | PA      | $45587.53     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133803.73    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128704.71    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78484.78     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77596.75     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167621.31    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $112723.48    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $55131.33     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75536.38     | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129538.14    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87783.38     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100998.96    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299508.85    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154847.60    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179905.39    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75094.42     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165156.34    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193027.37    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123867.71    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68181.75     | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75603.85     | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76359.12     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76666.88     | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178558.98    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88217.14     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78293.72     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119866.99    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124401.58    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105048.69    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124939.52    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128327.88    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108042.40    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89417.21     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26227.45     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56289.27     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93118.44     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45334.34     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25441.94     | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48735.21     | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                   | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     50000 | PA      | $49885.56     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182806.98    | 0.01%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197282.17    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $256319.98    | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204941.29    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203489.74    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201188.41    | 0.01%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    249000 | PA      | $199893.32    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199141.93    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205489.79    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206531.27    | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201823.77    | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197188.03    | 0.01%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193039.09    | 0.01%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    189000 | PA      | $159916.25    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59272.49     | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98751.14     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136953.99    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115153.10    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    187000 | PA      | $145950.99    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270817.34    | 0.01%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31216.26     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80653.16     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110520.38    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109101.26    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35598.55     | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52052.32     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109825.15    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40897.83     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75446.55     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100268.70    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130195.90    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45366.73     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49955.87     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90788.02     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30392.60     | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50036.55     | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70055.03     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75675.38     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41413.32     | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108181.38    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48930.37     | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: —       |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111340.01    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                        | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $51484.33     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    125000 | PA      | $132433.01    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: —       |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $88100.78     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99524.37     | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    110000 | PA      | $106030.08    | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    125000 | PA      | $127098.10    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206504.24    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59539.66     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57961.05     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    227000 | PA      | $167195.15    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197614.58    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115040.80    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158465.55    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171131.91    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161612.03    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90452.93     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    154000 | PA      | $135694.21    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    111000 | PA      | $68582.65     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155372.04    | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    171000 | PA      | $116115.04    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91159.81     | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $50701.97     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    155000 | PA      | $117312.43    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74409.78     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    403000 | PA      | $381337.66    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    167000 | PA      | $127999.75    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100521.02    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207982.07    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113992.68    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75857.38     | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24092.33     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105294.05    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124569.83    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123967.11    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122679.55    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122850.98    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121729.28    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $86040.23     | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99929.57     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197545.67    | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100467.54    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143806.24    | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70733.57     | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74758.76     | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64744.95     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47661.86     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61867.12     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251472.51    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66261.84     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179724.86    | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121920.24    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80938.83     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169621.90    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25208.11     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    121000 | PA      | $109363.37    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199414.10    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76317.74     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    153000 | PA      | $141024.48    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    149000 | PA      | $123693.74    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338458.72    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54691.14     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22836.27     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176800.98    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99899.24     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190442.22    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90205.95     | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74449.76     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199106.00    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133235.34    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73927.06     | 0.00%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68061.74     | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122444.54    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48429.09     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58659.40     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72729.93     | 0.00%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55040.78     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20505.49     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $227981.19    | 0.01%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51445.77     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25213.84     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49669.57     | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $320733.09    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102457.69    | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250690.20    | 0.01%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $114773.76    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $167481.12    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $63424.96     | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73270.28     | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49991.95     | 0.00%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49788.63     | 0.00%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49679.40     | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                             | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49511.33     | 0.00%             | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159661.56    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    137000 | PA      | $116478.09    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62849.36     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70171.67     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39666.35     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50999.30     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51330.05     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101079.28    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43864.66     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62070.35     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64064.10     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78560.11     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64945.04     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49176.18     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38932.25     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71119.72     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69645.01     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171335.50    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62644.45     | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98579.80     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57790.38     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     52000 | PA      | $31975.00     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52706.27     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26247.32     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70810.21     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51562.28     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97967.75     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227673.38    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23526.92     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85386.95     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75534.87     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176427.04    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283800.81    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164085.38    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47337.79     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49527.38     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169606.22    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171018.85    | 0.00%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157259.39    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137354.57    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80720.60     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101141.82    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51296.29     | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176627.41    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25212.14     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100651.02    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60947.69     | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174234.04    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49923.08     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24708.43     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74601.65     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48310.87     | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71301.78     | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86025.16     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69542.87     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158168.51    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51621.59     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48628.75     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55019.78     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112810.11    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    371000 | PA      | $356734.49    | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75254.06     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50170.03     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50805.49     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44439.76     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76661.76     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     73000 | PA      | $46389.98     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61514.79     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85174.41     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61524.91     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     98000 | PA      | $89639.11     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     73000 | PA      | $48333.89     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     56000 | PA      | $31452.31     | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18047.59     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101325.66    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    180000 | PA      | $182102.38    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     80000 | PA      | $54376.06     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118636.53    | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25832.15     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92883.48     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74273.07     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46794.90     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    127000 | PA      | $93468.58     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    257000 | PA      | $247697.31    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139252.07    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    181000 | PA      | $137679.50    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80067.97     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     96000 | PA      | $61365.32     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88383.27     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86260.21     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50674.39     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75427.74     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65093.56     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148837.36    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142433.08    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51249.62     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27165.37     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69568.73     | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60199.59     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     66000 | PA      | $41502.53     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98865.79     | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38746.07     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46065.95     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61864.10     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98886.23     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71569.05     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24757.42     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219224.47    | 0.01%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $186440.89    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59435.35     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19188.51     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147391.81    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77385.35     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152378.51    | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72556.59     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70496.92     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82589.95     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94796.47     | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    201000 | PA      | $144663.60    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45923.24     | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237859.45    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145743.63    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     88000 | PA      | $69357.38     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50089.84     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90349.54     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50612.21     | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76268.83     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71125.95     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25567.59     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25561.78     | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50452.26     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109424.27    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49852.77     | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49787.94     | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99435.58     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24917.75     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75452.70     | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76178.33     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127371.05    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75117.49     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41863.70     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    362000 | PA      | $349881.54    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178335.04    | 0.00%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     74000 | PA      | $53292.43     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $85169.71     | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $69117.55     | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     62000 | PA      | $43591.85     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66840.14     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56161.72     | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48392.50     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                             | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503893.40    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138697.86    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109771.95    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $124515.41    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76274.58     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133890.23    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490330.82    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    257000 | PA      | $228898.91    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70898.04     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $99002.49     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155802.99    | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61542.90     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265590.86    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121646.87    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    171000 | PA      | $97608.30     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45052.77     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79879.83     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169504.62    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55040.50     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175735.12    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121104.75    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99872.22     | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99425.94     | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100272.78    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200378.31    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99225.58     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44673.05     | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74161.73     | 0.00%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134075.57    | 0.00%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191341.25    | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58780.24     | 0.00%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184509.34    | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121443.74    | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63953.74     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75211.63     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49945.48     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262178.10    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237615.03    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     77000 | PA      | $46796.80     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    257000 | PA      | $280143.78    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156890.59    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    104000 | PA      | $106187.95    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101992.89    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61684.56     | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179095.65    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43526.87     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69897.10     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173207.94    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171822.10    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97204.22     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137878.38    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51580.72     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112546.73    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50737.55     | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     90000 | PA      | $104286.34    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106817.83    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                           | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |     75000 | PA      | $88224.11     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |    125000 | PA      | $113919.58    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                 | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $46537.37     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54355.57     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     70000 | PA      | $58449.33     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                     | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $64455.60     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     82000 | PA      | $58332.25     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186184.61    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    254000 | PA      | $228957.56    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134963.43    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95233.53     | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85204.38     | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    341000 | PA      | $290449.61    | 0.01%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    650000 | PA      | $389743.24    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    692000 | PA      | $386503.22    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $482346.27    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    292000 | PA      | $177412.21    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170113.57    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61404.46     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    140000 | PA      | $83174.40     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50725.97     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75454.04     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151298.24    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108258.35    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67495.46     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61479.09     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53446.36     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64127.99     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115138.70    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26618.44     | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161856.38    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     87000 | PA      | $86362.18     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     87000 | PA      | $86061.39     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     69000 | PA      | $60146.82     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     66000 | PA      | $40668.61     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $24836.38     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $25700.03     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     50000 | PA      | $49373.24     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $24552.95     | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78587.35     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63750.13     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85423.50     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $85825.76     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57536.65     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45090.02     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25665.98     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100399.62    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92739.29     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23978.53     | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    337000 | PA      | $359620.98    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179771.78    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81051.33     | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $32837.72     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: —       |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73036.08     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     87000 | PA      | $56343.41     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     90000 | PA      | $64599.62     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    111000 | PA      | $109674.74    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    151000 | PA      | $149961.38    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $80330.57     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $53915.91     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    341000 | PA      | $335528.68    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $168692.02    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191783.77    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    349000 | PA      | $323117.70    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176165.88    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $189982.05    | 0.01%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178919.16    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $219166.51    | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193149.22    | 0.01%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $252254.31    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201243.83    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202410.43    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203483.61    | 0.01%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203251.48    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204596.69    | 0.01%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204675.56    | 0.01%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198121.31    | 0.01%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198556.12    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197102.03    | 0.01%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196485.55    | 0.01%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198676.41    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180147.49    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $177503.33    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176168.32    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $365588.31    | 0.01%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $527011.98    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $332439.67    | 0.01%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205514.95    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207750.24    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204975.29    | 0.01%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199669.51    | 0.01%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200885.23    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71894.34     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51440.66     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152749.38    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    187000 | PA      | $146035.90    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149063.19    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $99513.65     | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86449.81     | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73840.07     | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50524.51     | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48901.02     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99798.72     | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24917.79     | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25049.01     | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $44117.03     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70392.50     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127553.71    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43663.98     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     71000 | PA      | $46792.36     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     63000 | PA      | $44399.38     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64222.36     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $47934.30     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $53394.84     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49981.19     | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252675.70    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252843.23    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251482.80    | 0.01%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBH1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $124399.44    | 0.00%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328514.38    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    441000 | PA      | $409478.78    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262888.61    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383562.30    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    338000 | PA      | $292687.17    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260044.92    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    171000 | PA      | $104386.61    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56559.12     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    384000 | PA      | $379486.04    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    146000 | PA      | $127379.75    | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404507.30    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    211000 | PA      | $193432.26    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    257000 | PA      | $210826.92    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    221000 | PA      | $182740.93    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    437000 | PA      | $382584.01    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    359000 | PA      | $308879.21    | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    281000 | PA      | $248106.74    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    343000 | PA      | $308404.38    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    321000 | PA      | $320118.12    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233430.71    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218595.52    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256542.60    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320992.15    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298226.23    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194638.16    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359088.96    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406264.63    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346061.87    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344984.16    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292234.87    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $250269.91    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253516.18    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304957.43    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102224.76    | 0.00%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227688.98    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401201.34    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347792.97    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227602.66    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476647.40    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324865.97    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327577.16    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277521.16    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355212.57    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399462.32    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347643.42    | 0.01%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348375.98    | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $247489.61    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319844.81    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392517.05    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271809.52    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298896.74    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $372181.40    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135145.15    | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247477.13    | 0.01%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388359.39    | 0.01%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293915.85    | 0.01%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285299.01    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321459 | PA      | $317591.27    | 0.01%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KBA2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $456356.65    | 0.01%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $177166.21    | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45257.70     | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49160.99     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247468.54    | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249990.74    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498451.29    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249134.22    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492240.52    | 0.01%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RBK6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $75993.95     | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44037.10     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216275.01    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69578.08     | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169877.27    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51076.82     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71669.93     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87332.86     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166235.85    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131597.46    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    102000 | PA      | $92694.03     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25327.28     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177098.76    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50347.87     | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50713.61     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51119.57     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $41828.92     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    115000 | PA      | $124078.79    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73591.79     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     96000 | PA      | $75991.88     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139279.70    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69892.49     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25556.75     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94158.71     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     67000 | PA      | $59155.29     | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  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              | XX        |     87000 | PA      | $61430.70     | 0.00%             | 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: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $47935.50     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     87000 | PA      | $63967.62     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    171000 | PA      | $169419.45    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     80000 | PA      | $76152.88     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    149000 | PA      | $133870.54    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | 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              | XX        |    112000 | PA      | $111252.70    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     90000 | PA      | $89947.80     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     40000 | PA      | $39806.78     | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     25000 | PA      | $24660.49     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | 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              | XX        |     75000 | PA      | $74772.77     | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36810.13     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46591.92     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50027.30     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80618.35     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301403.72    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50152.83     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100257.26    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251361.19    | 0.01%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $558411.40    | 0.02%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254717.84    | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250140.98    | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50030.80     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79088.91     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35803.44     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25863.85     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102380.23    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104308.09    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101902.44    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     45000 | PA      | $40488.88     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     50000 | PA      | $49132.04     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    153000 | PA      | $120217.32    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68563.43     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     25000 | PA      | $24719.44     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    171000 | PA      | $109000.89    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     82000 | PA      | $50435.70     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $51453.24     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $50760.13     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     25000 | PA      | $24848.95     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103037.63    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    341000 | PA      | $335892.29    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41286.19     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98078.82     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70793.19     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133703.58    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42774.21     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86161.10     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77912.94     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29031.46     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52909.87     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25112.28     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126115.21    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50780.24     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50627.44     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25473.92     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25200.90     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51068.48     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49898.93     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61041.39     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49836.49     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49760.70     | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24711.84     | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74503.68     | 0.00%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62382.06     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59169.34     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $273132.05    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210637.50    | 0.01%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206746.78    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201777.31    | 0.01%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201993.09    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109155.41    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     72000 | PA      | $59782.98     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194978.65    | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45913.97     | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81499.15     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208072.40    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211944.65    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145266.74    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196354.86    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65456.49     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45506.44     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49515.66     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50069.86     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     71000 | PA      | $70557.98     | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    184000 | PA      | $192984.68    | 0.01%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    375000 | PA      | $414732.08    | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    155000 | PA      | $183213.88    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34901.80     | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24879.40     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     53000 | PA      | $43064.75     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     72000 | PA      | $48965.81     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $59704.00     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $48011.84     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     85000 | PA      | $90018.94     | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $253684.50    | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97430.71     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     60000 | PA      | $54806.27     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     30000 | PA      | $29458.86     | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47974.93     | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $113333.21    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85070.75     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     75000 | PA      | $72289.52     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102817.74    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51967.24     | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    111000 | PA      | $103250.40    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48224.42     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92259.58     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79327.05     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51421.29     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $173104.50    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169510.43    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24413.39     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97360.65     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81346.99     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273378.65    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136547.06    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     86000 | PA      | $75781.32     | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     96000 | PA      | $59316.78     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301072.61    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135940.52    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65313.59     | 0.00%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151204.54    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152416.76    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151389.90    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135360.99    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101453.44    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101238.03    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141003.51    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129316.75    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152812.80    | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60554.79     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76389.44     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66569.07     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127084.35    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103063.47    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73197.42     | 0.00%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74327.71     | 0.00%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68088.09     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    257000 | PA      | $184142.53    | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161507.20    | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    171000 | PA      | $134511.55    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69551.11     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95030.50     | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144546.78    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     79000 | PA      | $68657.50     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43229.85     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121891.77    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51159.42     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50873.45     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51414.95     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50988.98     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51092.70     | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165262.64    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100680.35    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49239.29     | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56971.62     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69389.95     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76180.31     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84177.07     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169205.57    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69866.94     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65256.99     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     50000 | PA      | $49740.78     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188587.47    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $178369.48    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189491.77    | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    222000 | PA      | $210809.21    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205425.13    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202053.23    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204283.36    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205431.02    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199907.61    | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201345.40    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194010.68    | 0.01%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $505087.75    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QC45<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $198102.21    | 0.01%             | 2031-01-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25985.82     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74830.56     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92005.79     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59969.35     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73499.74     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    153000 | PA      | $150969.66    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37837.24     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61133.22     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68852.06     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42160.08     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     59000 | PA      | $40599.64     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54593.46     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35290.41     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    171000 | PA      | $108304.74    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33627.48     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $45450.51     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73907.82     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $55049.48     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32802.30     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147030.63    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178785.62    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130527.12    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51828.07     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74257.64     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65189.60     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47954.26     | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     96000 | PA      | $104769.41    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     51000 | PA      | $33178.65     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53708.09     | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55413.34     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     79000 | PA      | $51097.10     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60276.44     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49557.59     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54277.68     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     69000 | PA      | $57425.50     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86555.15     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80558.43     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75521.28     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73606.19     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93800.53     | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DC0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72882.86     | 0.00%             | 2056-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49089.60     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49302.61     | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86332.72     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84229.67     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136513.47    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151818.52    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138622.28    | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54506.15     | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68152.84     | 0.00%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    151000 | PA      | $136338.11    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39275.65     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334906.65    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    257000 | PA      | $202293.21    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170501.18    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48736.20     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139116.38    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99890.74     | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110715.26    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50322.15     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124740.95    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115176.25    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75428.63     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40760.52     | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54373.61     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56707.55     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     57000 | PA      | $41718.89     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74721.26     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60853.42     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41726.67     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $52176.14     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     72000 | PA      | $56913.29     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     76000 | PA      | $49666.84     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47561.47     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40575.52     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    214000 | PA      | $187589.63    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106766.52    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125819.04    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156546.16    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56568.21     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123377.27    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73887.11     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140205.99    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82991.48     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74632.31     | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202716.45    | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73909.19     | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102890.65    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38267.95     | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38228.07     | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89892.19     | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104977.44    | 0.00%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159320.09    | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174581.27    | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90149.91     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45321.04     | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42000.01     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65530.30     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44254.39     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25553.30     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75467.63     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50645.72     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169873.83    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20673.95     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159518.04    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $52799.25     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74321.19     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79077.42     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50464.95     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50517.96     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    114000 | PA      | $108226.19    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    122000 | PA      | $101582.88    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    257000 | PA      | $189538.50    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $37356.41     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118749.86    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108382.27    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49016.32     | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91653.62     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $77421.08     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46050.32     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $114510.57    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $160263.47    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $64691.15     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30247.50     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98130.11     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50481.87     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50876.88     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76550.83     | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $49883.14     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $57769.76     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $41013.49     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                  | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25613.10     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                          | Nuveen Churchill Direct Lending Corp                                            | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34749.58     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98965.34     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171109.58    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168212.79    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68032.40     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99320.46     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49446.61     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49345.51     | 0.00%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                          | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304643.95    | 0.01%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100663.10    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534249.50    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51066.70     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207158.80    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86273.53     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152544.15    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136135.86    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $503615.75    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $298324.86    | 0.01%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     85000 | PA      | $86605.74     | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200489.02    | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $198199.94    | 0.01%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53466.49     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35765.55     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61836.18     | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49860.15     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50893.10     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72064.48     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48549.48     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48764.94     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     71000 | PA      | $54793.83     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37331.15     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66014.37     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $45455.64     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.64     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $69777.40     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42918.56     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39523.52     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49446.36     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47713.25     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163054.21    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102980.47    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71916.52     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59111.85     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858CA7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69856.79     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49107.28     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25510.09     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    121000 | PA      | $110986.20    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60890.24     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49478.36     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171309.89    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44738.06     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     71000 | PA      | $52030.59     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43565.02     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44522.59     | 0.00%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48836.54     | 0.00%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48324.97     | 0.00%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86884.05     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86925.41     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    104000 | PA      | $99887.47     | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $92422.40     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     71000 | PA      | $62494.09     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     25000 | PA      | $25101.54     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84504.89     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71129.94     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66936.24     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61033.17     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    121000 | PA      | $88602.30     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     86000 | PA      | $55981.51     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159994.15    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46289.35     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     74000 | PA      | $42902.59     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81770.40     | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74052.70     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87831.16     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24993.62     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57601.16     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71579.85     | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50379.57     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50005.14     | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40873.41     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49483.30     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149876.48    | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149174.19    | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75983.21     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41984.44     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48600.65     | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25495.48     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99430.75     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $145826.91    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87108.46     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76257.64     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169964.46    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78860.26     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161249.43    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67600.39     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53918.98     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105347.81    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51334.19     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78056.80     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104862.33    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153928.83    | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70713.74     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88680.19     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66395.17     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $105358.81    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98595.85     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $55979.11     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149611.06    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148406.57    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145904.34    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91232.64     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91124.67     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30517.02     | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45974.97     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42880.85     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45085.63     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49594.94     | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149009.07    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147052.89    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76157.25     | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    171000 | PA      | $165656.52    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $299969.51    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $207808.06    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $198142.12    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    375000 | PA      | $383624.40    | 0.01%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $247534.14    | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $396518.18    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $503718.28    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $35842.74     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $397619.80    | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    171000 | PA      | $160002.37    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    141000 | PA      | $125463.73    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200455.55    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150075.92    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    271000 | PA      | $237272.55    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    384000 | PA      | $340514.49    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64420.31     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    163000 | PA      | $150672.16    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    137000 | PA      | $115987.73    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137690.57    | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    164000 | PA      | $108394.21    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107717.94    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    384000 | PA      | $258596.84    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224451.20    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103238.63    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $170081.09    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    257000 | PA      | $252589.23    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456418.45    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    316000 | PA      | $229093.01    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $301864.15    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    359000 | PA      | $211262.19    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $202824.23    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    346000 | PA      | $219244.83    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122980.91    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    262000 | PA      | $249570.38    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    367000 | PA      | $325967.41    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72180.18     | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205222.83    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283238.58    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64699.32     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63527.24     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94768.90     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231379.67    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193826.50    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $296601.42    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154704.64    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134016.81    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $187079.45    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127680.50    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214784.01    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188636.11    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124779.71    | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226465.12    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280942.63    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $445547.61    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $327841.52    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $361746.40    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $232170.83    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419628.74    | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415836.94    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413728.52    | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259601.84    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303210.71    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $473332.80    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $298779.65    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $48583.02     | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     77265 | PA      | $78186.27     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     62000 | PA      | $43230.02     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50442.99     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $77307.94     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $64112.31     | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100881.23    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101620.43    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25202.60     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49597.54     | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $23102.10     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $46909.44     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73566.58     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    171000 | PA      | $158746.74    | 0.00%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    171000 | PA      | $130040.60    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     69000 | PA      | $47119.11     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30620.08     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29921.57     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61614.18     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42204.95     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43241.57     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    171000 | PA      | $137356.71    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49147.81     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72602.66     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47973.35     | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25297.18     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56855.67     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74017.32     | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204663.61    | 0.01%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88769.69     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76831.83     | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73807.09     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92958.90     | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123496.96    | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59132.92     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67955.87     | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     69000 | PA      | $44819.17     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     63000 | PA      | $40793.75     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     82000 | PA      | $50289.88     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42031.94     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40471.93     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54347.75     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92683.27     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74316.31     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127948.39    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24699.89     | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167205.59    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    271000 | PA      | $252749.65    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152300.03    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97200.45     | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137103.13    | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204956.79    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    774000 | PA      | $793138.30    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104732.59    | 0.00%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $325907.15    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205741.53    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128553.11    | 0.00%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364570.23    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99667.39     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117310.94    | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209285.53    | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100612.77    | 0.00%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140611.13    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58778.91     | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297331.87    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162840.89    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49229.26     | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78226.68     | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38648.62     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101061.40    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92686.54     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24912.56     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96912.52     | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100708.27    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249904.54    | 0.01%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159010.50    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50371.45     | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101031.92    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50730.50     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25266.08     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50523.20     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75422.79     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24837.40     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50373.33     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50335.38     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50166.85     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24982.19     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24910.70     | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24810.26     | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82366.78     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72486.55     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57799.86     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73190.35     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141996.25    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109155.18    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    202000 | PA      | $195771.29    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $230324.71    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    154000 | PA      | $115170.79    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $102484.71    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69762.47     | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $336378.09    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    404000 | PA      | $334664.02    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    241000 | PA      | $205655.08    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92233.91     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $62854.64     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57081.76     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128457.63    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131951.06    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127634.10    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100994.09    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103542.87    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140074.14    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120243.80    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87982.15     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108652.01    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42452.48     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98563.06     | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76781.42     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128086.18    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93184.84     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131774.96    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96614.91     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75635.32     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98149.86     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99349.96     | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72039.32     | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73097.12     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75922.80     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85043.58     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160717.74    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248288.37    | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67870.65     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36654.32     | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240622.00    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63534.32     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91137.55     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62272.43     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $42091.37     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85746.62     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113944.03    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50643.88     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50676.11     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149439.20    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159861.92    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24716.71     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50002.86     | 0.00%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50126.68     | 0.00%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75240.39     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75601.04     | 0.00%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66500.27     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     37000 | PA      | $28213.01     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40746.66     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31125.36     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99199.62     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    262000 | PA      | $276417.86    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $145800.00    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    232000 | PA      | $176256.39    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $187200.00    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    397000 | PA      | $257653.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    392000 | PA      | $289688.00    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    690000 | PA      | $567057.53    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $173766.16    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $146328.00    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $415200.00    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $206098.00    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $212837.50    | 0.01%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87913.05     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70030.41     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    341000 | PA      | $330298.63    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67765.00     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120048.91    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100578.80    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83256.01     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43246.33     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24302.19     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47866.72     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64667.51     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58791.67     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45694.48     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98371.42     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50147.94     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201792.77    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201008.56    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150648.04    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    229000 | PA      | $217197.50    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $74088.86     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    102000 | PA      | $65790.18     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88374.27     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119702.18    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77472.50     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74799.98     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68400.35     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49643.02     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $67965.16     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $47905.63     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.97      | 0.00%             | 2028-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14929.39     | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $50305.97     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    100000 | PA      | $76406.03     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104600.23    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24125.57     | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260469.83    | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     89000 | PA      | $65968.20     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40116.19     | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159533.07    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162580.91    | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52887.75     | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     87000 | PA      | $56099.05     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    341000 | PA      | $322273.64    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    121000 | PA      | $89252.53     | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111440.43    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    104000 | PA      | $93656.29     | 0.00%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    206000 | PA      | $179718.47    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    169000 | PA      | $148938.69    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62309.80     | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    157000 | PA      | $96349.60     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99222.55     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67800.85     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20115.01     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60491.42     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60209.13     | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51820.06     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75720.83     | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75520.33     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72117.25     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50400.68     | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101299.13    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131612.37    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50126.87     | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75535.55     | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177096.47    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74956.68     | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50508.39     | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $49733.69     | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76571.29     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45017.47     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35062.41     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84564.57     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103938.97    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     77000 | PA      | $93170.00     | 0.00%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    287000 | PA      | $310221.89    | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    240000 | PA      | $228480.00    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    260000 | PA      | $259610.00    | 0.01%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $60450.00     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    341000 | PA      | $311324.48    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    130000 | PA      | $107120.00    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    214000 | PA      | $113580.50    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     87000 | PA      | $46414.50     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141000 | PA      | $106419.75    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $68100.00     | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    388000 | PA      | $331730.30    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $46338.00     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $149625.00    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $192600.00    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    419000 | PA      | $418476.25    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $251125.00    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    390000 | PA      | $392314.68    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $403034.99    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    605000 | PA      | $602694.97    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $330258.49    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    730000 | PA      | $678440.17    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    515000 | PA      | $467788.24    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    284000 | PA      | $331985.52    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74249.53     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $118875.18    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102444.25    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126175.29    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $182781.77    | 0.01%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154276.14    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70123.03     | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90108.68     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235924.44    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75679.01     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $133435.46    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160113.44    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127659.23    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     86000 | PA      | $62340.93     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85865.63     | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149316.54    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119166.41    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123974.16    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123751.92    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48986.47     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48275.03     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69847.83     | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                                         | PG&E Energy Recovery Funding LLC                                                | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $184264.49    | 0.01%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $490795.10    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $239801.36    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130217.77    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131082.79    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49754.51     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65284.28     | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    137000 | PA      | $123314.07    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53834.37     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168644.57    | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97949.10     | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48428.33     | 0.00%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91007.71     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $80578.87     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202681.75    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161103.24    | 0.00%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178962.24    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176790.30    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306102.35    | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308322.75    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25637.47     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25960.66     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26083.92     | 0.00%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76116.93     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76708.19     | 0.00%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280032.82    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75183.03     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75659.93     | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75340.96     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74597.77     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64892.25     | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49732.84     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39378.45     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59491.86     | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73410.85     | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72654.54     | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120246.28    | 0.00%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    257000 | PA      | $288097.00    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $214500.00    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $269250.00    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    522000 | PA      | $504871.88    | 0.01%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $210500.00    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $160800.00    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    397000 | PA      | $315689.44    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $292212.00    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $134200.00    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $404475.00    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $496875.00    | 0.01%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200250.00    | 0.01%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $363500.00    | 0.01%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202250.00    | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $199750.00    | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $44279.38     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $51298.75     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     25000 | PA      | $24214.13     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     25000 | PA      | $25103.15     | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274471.11    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128551.60    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    214000 | PA      | $185902.03    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74368.64     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153302.07    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    118000 | PA      | $76030.56     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62002.99     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42110.06     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58026.30     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111832.98    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70665.30     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76879.28     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46638.76     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68748.45     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98463.02     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98475.81     | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49775.37     | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     87000 | PA      | $77120.23     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $40694.45     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     66000 | PA      | $40894.63     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116646.53    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47871.34     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78582.88     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88024.84     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41006.41     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24883.83     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     87000 | PA      | $78182.03     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     35000 | PA      | $29407.86     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     25000 | PA      | $24293.80     | 0.00%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136161.63    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95521.62     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130897.50    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70526.40     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    206000 | PA      | $185275.71    | 0.01%             | 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        |    100000 | PA      | $90119.06     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44864.70     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109840.47    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86622.55     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $165475.26    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96357.03     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102146.53    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134224.75    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134589.15    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120388.86    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $399132.00    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $183892.00    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $101271.00    | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    379000 | PA      | $379758.00    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    426000 | PA      | $392469.54    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59462.57     | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141342.29    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $80277.14     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    220000 | PA      | $204591.71    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $251462.40    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     75000 | PA      | $73724.72     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     80000 | PA      | $71647.02     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $45132.87     | 0.00%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47676.70     | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110413.63    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71847.72     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25431.01     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23702.05     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    122000 | PA      | $64003.59     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135673.42    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73652.92     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52766.80     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     62000 | PA      | $44351.64     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $82149.48     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42733.82     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66174.83     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43505.16     | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70830.21     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97574.55     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90281.74     | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40839.44     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41937.88     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85784.50     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163667.63    | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74098.89     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $128798.25    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240692.40    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153409.55    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90478.80     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100142.23    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98477.55     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50512.87     | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50101.15     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50284.58     | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50094.25     | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74691.96     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74663.80     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49193.25     | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48480.03     | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56367.75     | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62368.16     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53293.53     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69421.61     | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69838.07     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74656.19     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132587.17    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43610.44     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40540.65     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30068.51     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45063.45     | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50027.18     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    213000 | PA      | $196138.24    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     30000 | PA      | $29414.33     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $61361.67     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $26522.54     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $56465.22     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    135000 | PA      | $133566.42    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     93000 | PA      | $88184.35     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     82000 | PA      | $73196.85     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     64000 | PA      | $56232.46     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $65809.82     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $32513.65     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     90000 | PA      | $89243.41     | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    140000 | PA      | $130458.66    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $45530.38     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50546.83     | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $100229.21    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    125000 | PA      | $116569.66    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $49823.49     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $75772.59     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    115000 | PA      | $116894.34    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $58257.46     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $76428.63     | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $44308.49     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101474.92    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97540.69     | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65546.32     | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    156000 | PA      | $116230.04    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169370.93    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87209.77     | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102385.64    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155221.50    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102434.80    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75107.17     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119144.33    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81321.61     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $137240.98    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71591.60     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $53506.12     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201541.95    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $162225.99    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $81712.14     | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67103.53     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62380.46     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $128039.46    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168734.24    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123643.08    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29567.15     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77763.09     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135738.58    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76391.33     | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121421.11    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123900.48    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149506.21    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49856.94     | 0.00%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24642.00     | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40941.40     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76312.50     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44668.55     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101198.27    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99471.89     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125801.89    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44390.02     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51531.75     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25032.78     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41261.61     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39277.78     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87816.11     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197240.42    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84410.56     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66130.20     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33589.01     | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $66185.66     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47248.09     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30794.87     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45476.32     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123554.35    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101281.16    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34584.89     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68404.82     | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96027.83     | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50849.24     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47744.72     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148561.64    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46632.26     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35195.77     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48264.76     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24807.03     | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49336.69     | 0.00%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34434.56     | 0.00%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87962.81     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88630.08     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51597.15     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52957.49     | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50949.16     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.64     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45446.57     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50508.74     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     25000 | PA      | $24634.45     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $48774.17     | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    133000 | PA      | $125534.32    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     87000 | PA      | $77180.78     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    207000 | PA      | $197206.46    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    100000 | PA      | $89733.74     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     30000 | PA      | $30712.37     | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    125000 | PA      | $117883.24    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $49933.40     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     40000 | PA      | $40069.89     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84312.45     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67670.47     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58187.37     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75545.68     | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88715.22     | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40432.71     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69556.26     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33337.36     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30877.47     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94617.17     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25550.90     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24450.25     | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72608.96     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $195653.56    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24432.57     | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24151.76     | 0.00%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93878.57     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85675.31     | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159060.66    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160537.22    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    182000 | PA      | $147737.05    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $160588.76    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96109.15     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    184000 | PA      | $173671.31    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    142000 | PA      | $120269.20    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51188.51     | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    133000 | PA      | $108958.63    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104062.63    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101709.46    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50291.55     | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50271.54     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49923.97     | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83479.49     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69680.63     | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     69000 | PA      | $50450.82     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50242.42     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50299.46     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49922.78     | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49592.60     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49313.21     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $406088.03    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $555409.41    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $306178.12    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $497087.00    | 0.01%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200730.00    | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $245272.22    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $250641.60    | 0.01%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    155000 | PA      | $153648.53    | 0.00%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    341000 | PA      | $337032.75    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59242.96     | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77322.59     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86484.02     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70264.73     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64804.74     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226008.14    | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50356.84     | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99316.89     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24749.34     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94120.31     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100740.50    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101174.03    | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| RLI CORP                                                                         | RLI Corp                                                                        | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24064.72     | 0.00%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80662.25     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77310.72     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51663.74     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                              | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     63000 | PA      | $42078.79     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77332.25     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71384.20     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92515.37     | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94652.54     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    124000 | PA      | $111458.23    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     77000 | PA      | $50633.02     | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    246000 | PA      | $224905.35    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82556.98     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67104.02     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45003.21     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $141587.31    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $53208.35     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148814.70    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176076.53    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63489.55     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178473.97    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    245000 | PA      | $230081.08    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88179.26     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127548.11    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129221.82    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167138.67    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250126.62    | 0.01%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $86060.37     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49412.30     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     48000 | PA      | $46167.10     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    116000 | PA      | $109075.29    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     72000 | PA      | $59378.15     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $86571.71     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $85546.51     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $71610.12     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $82870.39     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $88693.42     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     90000 | PA      | $93842.95     | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     40000 | PA      | $40224.83     | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $59839.03     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $74161.05     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     87000 | PA      | $83429.21     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $44632.97     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $50488.62     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $50335.58     | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $47528.38     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $100027.63    | 0.00%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $49420.52     | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $48743.60     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     35000 | PA      | $34524.40     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123078.06    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209554.39    | 0.01%             | 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        |    100000 | PA      | $105698.96    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     87000 | PA      | $72381.25     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     71000 | PA      | $67675.68     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     87000 | PA      | $84410.56     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     50000 | PA      | $49833.27     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $35260.36     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     25000 | PA      | $24378.43     | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124090.53    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     94000 | PA      | $56896.17     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $74971.55     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    341000 | PA      | $320048.79    | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51277.17     | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100136.20    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80178.39     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93462.01     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20767.45     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76186.45     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49777.42     | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $96376.17     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $61595.70     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25570.27     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24678.40     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198827.96    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69190.74     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    153000 | PA      | $132658.73    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146344.88    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $221819.21    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101497.47    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101018.65    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40633.21     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51080.22     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45929.14     | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40511.92     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137658.89    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $353490.00    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $85100.00     | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    484000 | PA      | $444147.44    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    114000 | PA      | $114456.00    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $265245.00    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $156712.50    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $135900.00    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    225000 | PA      | $229725.00    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     50000 | PA      | $49991.16     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     71000 | PA      | $62845.51     | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     79000 | PA      | $68509.58     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     30000 | PA      | $30280.65     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53372.74     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84285.10     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290543.76    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     71000 | PA      | $75353.29     | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    112000 | PA      | $109005.85    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    216000 | PA      | $130095.01    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     62000 | PA      | $56868.06     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $73337.20     | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66031.66     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $109585.15    | 0.00%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50238.06     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $137113.43    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66322.56     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $279393.19    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $189544.66    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $79691.49     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     71000 | PA      | $42382.02     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49031.20     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40422.56     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74821.21     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $33312.43     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $114062.40    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $69543.37     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $76322.29     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $89172.67     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39355.78     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $25579.75     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $170828.20    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $49753.88     | 0.00%             | 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        |    240000 | PA      | $189561.59    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50515.78     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497822.38    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ROLLINS INC                                                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49965.28     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74565.15     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49407.76     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96554.58     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29804.28     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49239.40     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150718.59    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99383.99     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71802.81     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82105.32     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     86000 | PA      | $74242.21     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62184.80     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62295.29     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $454957.61    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $118061.77    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178488.52    | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $277323.71    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $171805.29    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $219921.26    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102579.31    | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101155.64    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151156.22    | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80708.87     | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178467.84    | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152582.97    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $132922.60    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126587.23    | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151396.79    | 0.00%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $177862.59    | 0.00%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126339.04    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $274999.56    | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99777.52     | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124105.55    | 0.00%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122881.27    | 0.00%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $115127.56    | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250585.48    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    175000 | PA      | $171928.27    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $96556.04     | 0.00%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $95131.51     | 0.00%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $247754.84    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $90068.22     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    121000 | PA      | $91738.52     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $101223.91    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $73201.96     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $56371.90     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50900.41     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50412.32     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48004.08     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49338.02     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98693.21     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $48631.82     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     74000 | PA      | $48764.88     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     80000 | PA      | $64909.02     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59877.51     | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51064.46     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40638.53     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52231.08     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49295.99     | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51167.53     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101101.99    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50551.13     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50344.07     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76052.40     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54190.97     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $42029.86     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65355.53     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172813.18    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170592.41    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163737.15    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159584.44    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    126000 | PA      | $91574.62     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21385.25     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24497.29     | 0.00%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44418.67     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                         | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $391052.88    | 0.01%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170289.99    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189613.27    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     56638 | PA      | $59054.86     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     50000 | PA      | $48492.46     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     87000 | PA      | $78556.24     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     25000 | PA      | $26269.90     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     25000 | PA      | $25283.37     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     60000 | PA      | $54343.44     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     50000 | PA      | $44778.31     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $98259.33     | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337150.17    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56329.89     | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $136227.04    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    156000 | PA      | $106242.73    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    287000 | PA      | $168104.48    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $83483.03     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375096.57    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375776.59    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374468.89    | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299487.68    | 0.01%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373833.52    | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151038.43    | 0.00%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376300.93    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152461.89    | 0.00%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $187771.52    | 0.01%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     85000 | PA      | $81726.29     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     95000 | PA      | $97147.68     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     65000 | PA      | $62812.69     | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49921.33     | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70745.50     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     85000 | PA      | $86355.72     | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44989.63     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    121000 | PA      | $94611.05     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38354.14     | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76964.00     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31397.72     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90948.24     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87398.19     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101583.68    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71074.05     | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101694.84    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39888.06     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35093.70     | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82692.75     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                       | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $56824.87     | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201368.00    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192824.00    | 0.01%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180620.00    | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    141000 | PA      | $139490.51    | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49807.06     | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49652.40     | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98159.88     | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394851.78    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206361.46    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198124.06    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193132.78    | 0.01%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199575.17    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72183.22     | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28970.83     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55001.31     | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123988.92    | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88900.89     | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101069.34    | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76043.80     | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76956.21     | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-2                                   | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808669.76    | 0.02%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $254747.05    | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337519.93    | 0.01%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168231.32    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49803.41     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68098.33     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202876.04    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75808.02     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134298.07    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153815.68    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87034.99     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113714.38    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126746.56    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315079.79    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106438.72    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104514.36    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84054.08     | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72901.06     | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $38083.25     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22351.87     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51400.38     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334608.37    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    171000 | PA      | $144345.78    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127163.27    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108921.08    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    111000 | PA      | $108418.31    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51489.10     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146561.22    | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149531.15    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74664.90     | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100450.30    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98590.51     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     71000 | PA      | $44666.93     | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121476.49    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     91000 | PA      | $55541.58     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $39430.06     | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49094.84     | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $84343.39     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     87000 | PA      | $63393.00     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $212576.35    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164760.29    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123257.88    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $106489.92    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $328477.98    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $160403.37    | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $136085.01    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $118552.43    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74264.08     | 0.00%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73731.68     | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $169496.63    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $302439.30    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75671.06     | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47817.92     | 0.00%             | 2041-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $74267.52     | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $63604.72     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84020.04     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86074.60     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $142343.20    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102935.14    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $111893.61    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    189000 | PA      | $164215.74    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50192.40     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49892.32     | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49908.22     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50248.97     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73925.48     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24315.54     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24795.71     | 0.00%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67030.31     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71604.78     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70554.38     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128661.70    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    187000 | PA      | $175180.72    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    114000 | PA      | $76389.83     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $36836.65     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    171000 | PA      | $158802.55    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $47829.77     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    121000 | PA      | $105817.69    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $178314.28    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $103552.72    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    100000 | PA      | $99672.83     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $215013.72    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     35000 | PA      | $38346.06     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    105000 | PA      | $102746.66    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     45000 | PA      | $44744.77     | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     75000 | PA      | $75118.06     | 0.00%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     50000 | PA      | $49276.70     | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98499.43     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149121.18    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100401.86    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100644.29    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129110.81    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128521.74    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50415.50     | 0.00%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49285.05     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59744.63     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $111246.95    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79955.97     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70922.96     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98294.63     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184302.47    | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42923.08     | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77571.91     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79468.38     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41690.70     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129892.36    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202641.73    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201605.50    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196776.01    | 0.01%             | 2036-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $113445.81    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74677.77     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128246.21    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199350.56    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146547.51    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70501.79     | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $153053.73    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49855.23     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97816.73     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119241.79    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43242.54     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43815.69     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     74000 | PA      | $78671.38     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    157000 | PA      | $163682.00    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49394.87     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88206.13     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48121.31     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $146838.49    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $51849.55     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61813.90     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $127040.82    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49207.36     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112266.93    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72441.57     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94267.51     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    141000 | PA      | $96707.05     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    171000 | PA      | $154695.42    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29985.40     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    166000 | PA      | $148262.15    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     76000 | PA      | $52089.09     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45806.81     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65040.35     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132910.18    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101847.85    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42057.07     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202788.44    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45901.94     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85108.46     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99256.22     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101404.80    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46408.81     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46032.50     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100372.62    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76251.38     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76128.48     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74378.42     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98213.81     | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67206.61     | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79289.49     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37217.31     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160046.54    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108552.88    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21046.99     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68105.41     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40701.14     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90551.63     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50201.84     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76745.42     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100087.76    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137771.22    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148160.10    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100866.48    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193498.22    | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.61     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60572.11     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60601.15     | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77276.29     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77717.39     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97280.11     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51427.25     | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50250.60     | 0.00%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86715.60     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137365.50    | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    277000 | PA      | $272534.76    | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99023.29     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81549.99     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76313.09     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50697.14     | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51962.46     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98554.13     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65838.45     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81247.52     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61894.53     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49354.62     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48354.85     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    141000 | PA      | $129013.64    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213683.79    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74027.95     | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70395.35     | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18788.90     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38363.67     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $155545.47    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32295.63     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71620.10     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102233.87    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72928.04     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169818.83    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45404.63     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50701.22     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49167.50     | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48657.77     | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201662.11    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73077.62     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63958.35     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     71000 | PA      | $51134.31     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45801.05     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75555.27     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50154.31     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99414.80     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117272.34    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60393.60     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                        | Spire Inc                                                                       | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49442.39     | 0.00%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                        | Spire Inc                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49869.83     | 0.00%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33432.40     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49905.04     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50542.04     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211461.76    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $356721.02    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                                         | Standard Chartered Bank/New York                                                | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252172.50    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48745.46     | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100393.74    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44549.93     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49774.64     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170725.66    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72861.70     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64825.22     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42474.34     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68535.72     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103063.26    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    121000 | PA      | $88911.52     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86291.41     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41250.29     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    214000 | PA      | $208510.45    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61127.71     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91668.90     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    171000 | PA      | $115251.59    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128057.54    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96583.65     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    132000 | PA      | $120275.74    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99612.26     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25276.57     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25123.89     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25305.35     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127806.55    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75152.31     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49815.68     | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65895.96     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70179.51     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162905.36    | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89470.66     | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $81872.42     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98069.19     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72353.39     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61324.17     | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79563.05     | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60750.25     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103454.45    | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52834.14     | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125701.50    | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200371.45    | 0.01%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99901.17     | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151005.01    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75913.93     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75167.61     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130261.89    | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76179.94     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121492.59    | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $305907.00    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $315402.00    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $408400.00    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $406600.00    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    189000 | PA      | $185161.87    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     75000 | PA      | $64963.14     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $183305.52    | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86071.28     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67445.48     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83488.21     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28722.79     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50456.40     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75032.14     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38560.08     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49456.67     | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $107938.09    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44203.65     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97108.43     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     75000 | PA      | $74200.23     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     87000 | PA      | $75705.79     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     50000 | PA      | $50230.25     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     25000 | PA      | $24782.20     | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    214000 | PA      | $185357.23    | 0.01%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49440.30     | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135367.72    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55112.89     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50737.43     | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74720.95     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146423.72    | 0.00%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75643.09     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76020.95     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126571.34    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    246000 | PA      | $243305.68    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    112000 | PA      | $110459.62    | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98596.66     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $74253.24     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99715.81     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $285357.81    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    522000 | PA      | $489133.37    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186723.19    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179855.76    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    218000 | PA      | $204739.55    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $232007.83    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $67439.65     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204015.44    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $312214.29    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207244.86    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $105459.36    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205619.86    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208960.70    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204289.03    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204955.85    | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99310.72     | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206398.32    | 0.01%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200486.43    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $97016.50     | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196961.08    | 0.01%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196689.69    | 0.01%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198250.25    | 0.01%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $48483.31     | 0.00%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51343.63     | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    128000 | PA      | $114493.85    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     79000 | PA      | $74761.54     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     69000 | PA      | $65692.80     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $129244.09    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $90462.67     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $95287.91     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75442.81     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66305.55     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77775.04     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148999.28    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151950.91    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63602.92     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60131.15     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     62000 | PA      | $47717.60     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     59000 | PA      | $40861.11     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35840.87     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98016.53     | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96125.00     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204240.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $197270.46    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    261000 | PA      | $242338.50    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $87650.00     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $94689.00     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    500000 | PA      | $502085.80    | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $206833.13    | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150101.86    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75275.07     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271985.81    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151301.56    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300573.62    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $262922.75    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94938.29     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77200.56     | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49444.42     | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96882.40     | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                                 | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252802.55    | 0.01%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168884.97    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87210.96     | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130861.84    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50802.24     | 0.00%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74937.90     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49950.92     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59179.38     | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24262.56     | 0.00%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301819.29    | 0.01%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45036.60     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70337.77     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168394.36    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68657.65     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $177602.12    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221124.56    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76034.96     | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61615.83     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51408.71     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52200.52     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25198.66     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49636.43     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48492.77     | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47665.80     | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74803.38     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34678.14     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33052.38     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77426.15     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74420.59     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    239000 | PA      | $210083.79    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    295000 | PA      | $238186.84    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496904.90    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827790.30    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    241000 | PA      | $176201.30    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196343.87    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95112.49     | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92212.20     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242280.73    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307378.05    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     59000 | PA      | $51852.87     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    224000 | PA      | $145384.17    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $203344.57    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    259000 | PA      | $235356.58    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115642.10    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70765.31     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    141000 | PA      | $92337.72     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203579.11    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189145.81    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95893.42     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276904.56    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85883.20     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80765.31     | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220670.43    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $328484.17    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99000.77     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65752.98     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60439.28     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45856.32     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74536.64     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96718.75     | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177890.85    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213015.70    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201653.24    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195031.04    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78540.35     | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98175.50     | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142716.21    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147737.33    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121310.35    | 0.00%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96710.37     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                      | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161377.54    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $354030.30    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162352.00    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198646.00    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186000.00    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TAKEOFF MERGER SUB INC                                                           | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99463.69     | 0.00%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                           | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99356.42     | 0.00%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                           | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98749.47     | 0.00%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                           | Takeoff Merger Sub Inc                                                          | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98510.88     | 0.00%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64414.01     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72487.00     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141280.12    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25547.68     | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25440.04     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202579.35    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $181721.41    | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $150402.65    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $131433.36    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $156729.52    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202271.35    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196368.25    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200014.88    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199064.90    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30628.07     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $57236.04     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52159.10     | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57095.19     | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34590.18     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31018.42     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35459.49     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50143.69     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    171000 | PA      | $169599.89    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45287.58     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100172.39    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $170900.01    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $104950.09    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $103835.67    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $98561.33     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    174000 | PA      | $201112.67    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82819.38     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $67754.56     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167148.37    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    169000 | PA      | $157497.75    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92013.65     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75474.75     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100768.97    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149097.08    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131817.59    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97350.88     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150594.20    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50232.64     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25293.41     | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     81000 | PA      | $76685.79     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     73000 | PA      | $61027.69     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52879.01     | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51290.98     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140649.97    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270241.89    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100889.38    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100854.83    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117485.52    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75633.67     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76102.06     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49790.58     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173722.17    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39158.33     | 0.00%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29003.74     | 0.00%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50392.47     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99576.45     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    171000 | PA      | $156528.61    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $85017.42     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    185000 | PA      | $204048.77    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    283000 | PA      | $245739.82    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $135601.78    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    160000 | PA      | $132346.95    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $135196.01    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98853.48     | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $62097.20     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBK8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39282.37     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $127645.68    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                               | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180505.00    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106081.03    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    359000 | PA      | $397979.31    | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     74000 | PA      | $61614.05     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     70000 | PA      | $61238.63     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $49225.57     | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     58000 | PA      | $32461.26     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73780.71     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $138567.10    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149256.90    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110614.04    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67722.67     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86251.17     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47578.19     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19420.98     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35263.49     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30511.00     | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72161.12     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25325.13     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25226.54     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162138.84    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50230.07     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50622.41     | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    146529 | PA      | $150106.34    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $172172.96    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $63773.41     | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    103104 | PA      | $105622.03    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    185000 | PA      | $129109.59    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                              | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111911.99    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149362.06    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49104.86     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48936.19     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160971.96    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90046.29     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50866.70     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72917.99     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50988.78     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151761.15    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150192.51    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48314.77     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71394.00     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    168000 | PA      | $158750.44    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63090.26     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    137000 | PA      | $121072.74    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $177333.08    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65663.25     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96595.39     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66423.16     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81566.63     | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39539.23     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102021.61    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102548.14    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44517.29     | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49475.52     | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98815.89     | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49281.95     | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64222.36     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59573.97     | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24689.05     | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     47000 | PA      | $32668.37     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58360.24     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127450.00    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $75217.89     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115362.20    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59360.33     | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    169000 | PA      | $158463.50    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $117055.39    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $62681.57     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25267.72     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25147.97     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     87000 | PA      | $98508.12     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    237000 | PA      | $238942.42    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197461.91    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $78842.53     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215462.90    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65332.49     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86790.56     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70736.46     | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $79481.36     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74678.31     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48636.88     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76477.76     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49930.70     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $166693.57    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $76904.98     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $195906.99    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174541.16    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $226129.43    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201049.53    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303811.91    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $179319.17    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100729.15    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101611.20    | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75829.89     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126005.88    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77033.98     | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126033.72    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75231.15     | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74596.62     | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $172174.08    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24821.06     | 0.00%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24759.50     | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120131.88    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299314.56    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98218.02     | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $47371.82     | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     87000 | PA      | $61523.09     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    271000 | PA      | $179176.26    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    171000 | PA      | $109799.61    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $74488.74     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $639189.84    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $167989.01    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $119947.29    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $74579.52     | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $69956.44     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $162716.28    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                          | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148481.30    | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                          | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98462.20     | 0.00%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $61999.25     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     87000 | PA      | $78762.78     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $254537.29    | 0.01%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     45000 | PA      | $45950.59     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50050.56     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25020.86     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25286.31     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60824.89     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20306.49     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168332.07    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79891.54     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288178.49    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192284.34    | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    189000 | PA      | $181049.31    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    121000 | PA      | $105373.14    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100355.73    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125712.18    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25489.02     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40364.82     | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44831.30     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80395.70     | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230391.95    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50504.81     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99450.82     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255740.16    | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51066.84     | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301782.30    | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75222.34     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74919.48     | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50810.85     | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51125.50     | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100393.84    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96048.60     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79406.41     | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74452.51     | 0.00%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73966.63     | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73190.42     | 0.00%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99399.85     | 0.00%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98455.59     | 0.00%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $660683.89    | 0.02%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749820.45    | 0.02%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $102038.73    | 0.00%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $89466.31     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51823.65     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52033.17     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $74271.91     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $99140.21     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46183.26     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $174196.73    | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $627164.96    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $87909.93     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92271.64     | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    357000 | PA      | $350190.13    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74528.90     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129066.79    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47528.73     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $65348.32     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123896.56    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29284.06     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $95178.62     | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197893.46    | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130464.32    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71968.64     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68258.39     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68731.84     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32160.56     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38257.12     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60096.19     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74469.97     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     74000 | PA      | $82164.94     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75266.21     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104630.15    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     73000 | PA      | $53562.74     | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     83000 | PA      | $59579.92     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $44956.50     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     50000 | PA      | $48957.05     | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249986.96    | 0.01%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247620.31    | 0.01%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227022.92    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    141000 | PA      | $127169.55    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148570.81    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    171000 | PA      | $161841.39    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114503.00    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105721.03    | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281842.37    | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179515.88    | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255272.25    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $350735.11    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189358.41    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242412.66    | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101314.21    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126362.67    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121075.70    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69254.04     | 0.00%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98060.74     | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92366.77     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $45531.62     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5057.42      | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58813.72     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75058.59     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37642.40     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79761.36     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65314.19     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25141.54     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24748.97     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $53232.63     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $49871.98     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $149501.66    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $34543.40     | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $80236.57     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68844.06     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169402.30    | 0.00%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73225.59     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134978.66    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149512.32    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51306.14     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51760.58     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48840.29     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    268000 | PA      | $237296.43    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249676.68    | 0.01%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249139.68    | 0.01%             | 2032-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $196715.13    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170468.42    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $82938.70     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $79639.67     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     87000 | PA      | $71188.28     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47705.83     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250908.94    | 0.01%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198314.98    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146851.25    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161142.84    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97779.40     | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97035.42     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26161.22     | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257041.01    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148454.64    | 0.00%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $162819.11    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88484.93     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $152336.88    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60548.42     | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101690.87    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102237.90    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197659.51    | 0.01%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168580.79    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     71000 | PA      | $54819.60     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58236.17     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94721.58     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149219.14    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74949.79     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94516.44     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45971.70     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50793.72     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45305.52     | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50564.38     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48802.55     | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48205.36     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77520.00     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36950.54     | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69887.10     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59179.44     | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64369.91     | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    214000 | PA      | $187199.86    | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73153.72     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70605.24     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70055.34     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60917.32     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $97847.22     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    249000 | PA      | $176139.13    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93009.94     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $127998.83    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114759.14    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    141000 | PA      | $94740.90     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57706.78     | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    221000 | PA      | $200273.87    | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65835.21     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     59000 | PA      | $36800.03     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58200.86     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     82000 | PA      | $63482.27     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $131527.73    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     69000 | PA      | $46779.30     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99639.76     | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89700.89     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89149.03     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76331.24     | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122506.88    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106984 | PA      | $104644.54    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99961 | PA      | $101631.01    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47980 | PA      | $46718.36     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168945 | PA      | $155282.60    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112918 | PA      | $116224.04    | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70481 | PA      | $71816.44     | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23494 | PA      | $24138.59     | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    113000 | PA      | $119949.50    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    194000 | PA      | $188180.00    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    168000 | PA      | $136164.00    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    378000 | PA      | $303156.00    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    310000 | PA      | $278535.00    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    318000 | PA      | $243270.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    390000 | PA      | $293280.00    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $298200.00    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    273000 | PA      | $200928.00    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $467650.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211000 | PA      | $202560.00    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    390000 | PA      | $304590.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $176500.00    | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $238600.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    518000 | PA      | $405982.50    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $383116.50    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $141660.00    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189500.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204500.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $372548.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $201300.00    | 0.01%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $496750.00    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    450000 | PA      | $420750.00    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206700.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $418600.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210000.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $404200.00    | 0.01%             | 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      | $406800.00    | 0.01%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195400.00    | 0.01%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $488500.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $386800.00    | 0.01%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $343700.00    | 0.01%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $488500.00    | 0.01%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $242750.00    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    174000 | PA      | $189841.86    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47608.87     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68587.71     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $55792.68     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85611.43     | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    137000 | PA      | $102931.71    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40101.02     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48883.82     | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52169.02     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168106.62    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160159.10    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100703.15    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61159.39     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142337.48    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77042.63     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119252.67    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70817.74     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50738.34     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148183.28    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131298.87    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75523.73     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197757.41    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338520.88    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190976.98    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123923.62    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    171000 | PA      | $147836.38    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     87000 | PA      | $77342.81     | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260233.52    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222542.79    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210133.59    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150686.15    | 0.00%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444724.70    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56571.88     | 0.00%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156559.55    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204820.34    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206571.86    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137380.44    | 0.00%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101456.78    | 0.00%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122621.97    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152153.55    | 0.00%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98946.15     | 0.00%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98528.92     | 0.00%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1529000 | PA      | $1582813.63   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1084972.03   | 0.03%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1559000 | PA      | $1614661.16   | 0.04%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1994933.78   | 0.05%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1019085.63   | 0.03%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1021000 | PA      | $1028298.56   | 0.03%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1139000 | PA      | $1027591.56   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1999000 | PA      | $1940201.29   | 0.05%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1122500 | PA      | $1111801.17   | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    816000 | PA      | $795855.00    | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2303379.31   | 0.06%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $398228.51    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    657000 | PA      | $602181.56    | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1279000 | PA      | $1219446.56   | 0.03%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1191000 | PA      | $1197466.76   | 0.03%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1293000 | PA      | $1245270.12   | 0.03%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    476000 | PA      | $379349.69    | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1598000 | PA      | $1221970.63   | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1866000 | PA      | $1494039.14   | 0.04%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2841628.90   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $1088879.89   | 0.03%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4262000 | PA      | $3692956.43   | 0.10%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1869000 | PA      | $1587627.88   | 0.04%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1292000 | PA      | $1055957.66   | 0.03%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2341000 | PA      | $1835215.97   | 0.05%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3071000 | PA      | $2351474.28   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4505000 | PA      | $3159307.22   | 0.09%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2649000 | PA      | $2015930.38   | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3191000 | PA      | $2369192.86   | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1698000 | PA      | $1283515.55   | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3156000 | PA      | $2177393.45   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2887000 | PA      | $1983459.22   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1439000 | PA      | $1051875.27   | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $2276213.66   | 0.06%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $2296497.64   | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2606000 | PA      | $1844050.40   | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3091000 | PA      | $2180241.67   | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3859000 | PA      | $2845711.03   | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514000 | PA      | $2644422.26   | 0.07%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5029000 | PA      | $3690814.53   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4647000 | PA      | $3641541.67   | 0.10%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $3542205.07   | 0.10%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5139000 | PA      | $3653507.81   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $2638490.87   | 0.07%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6547000 | PA      | $4170899.32   | 0.11%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4906000 | PA      | $2856211.88   | 0.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18873000 | PA      | $8956565.46   | 0.25%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10186000 | PA      | $4980794.89   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9192000 | PA      | $5730278.46   | 0.16%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7857000 | PA      | $4949296.21   | 0.14%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8561000 | PA      | $4466768.61   | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9155000 | PA      | $5897107.38   | 0.16%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7179000 | PA      | $3986308.03   | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9867000 | PA      | $6835595.53   | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1556000 | PA      | $973411.72    | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7793000 | PA      | $5678235.49   | 0.16%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8143000 | PA      | $4636102.56   | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7351000 | PA      | $4914545.53   | 0.13%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6696000 | PA      | $3678353.45   | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5017000 | PA      | $3469569.06   | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5940000 | PA      | $3579778.13   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7354000 | PA      | $5358940.25   | 0.15%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $4369148.41   | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3378335.96   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5700000 | PA      | $4051898.47   | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2923457.04   | 0.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $4983242.20   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3438554.68   | 0.09%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4414179.66   | 0.12%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3554218.76   | 0.10%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $6013769.55   | 0.16%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4608703.11   | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $6489453.09   | 0.18%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3303535.17   | 0.09%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8264589.87   | 0.23%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6146000 | PA      | $6072055.94   | 0.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7274000 | PA      | $6515912.81   | 0.18%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4781445.30   | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7055726.54   | 0.19%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4195000 | PA      | $4068330.67   | 0.11%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7979000 | PA      | $7146191.88   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5947000 | PA      | $5395508.64   | 0.15%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9894000 | PA      | $9243160.31   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6426000 | PA      | $6217908.06   | 0.17%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8621000 | PA      | $8222615.49   | 0.23%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6495000 | PA      | $6381844.89   | 0.17%             | 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        |   8660000 | PA      | $8432336.74   | 0.23%             | 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        |   4710000 | PA      | $4771266.79   | 0.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7251000 | PA      | $7066326.09   | 0.19%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6576000 | PA      | $6554422.50   | 0.18%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7061000 | PA      | $6746564.84   | 0.18%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4882000 | PA      | $4708841.56   | 0.13%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $2092045.31   | 0.06%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $506132.81    | 0.01%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5424000 | PA      | $5309587.50   | 0.15%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4926000 | PA      | $4803427.28   | 0.13%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6617000 | PA      | $6491121.90   | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6363000 | PA      | $6228780.47   | 0.17%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8031000 | PA      | $7891084.88   | 0.22%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5749000 | PA      | $5562157.50   | 0.15%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4752000 | PA      | $4677378.77   | 0.13%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240000 | PA      | $4795009.35   | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5130000 | PA      | $4976250.31   | 0.14%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4915949.68   | 0.13%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7537000 | PA      | $6601940.94   | 0.18%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242000 | PA      | $4082759.31   | 0.11%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4072000 | PA      | $3890350.60   | 0.11%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7228000 | PA      | $6277066.25   | 0.17%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6295000 | PA      | $6007544.74   | 0.16%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6446434.94   | 0.18%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2847304.68   | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6956000 | PA      | $6062588.75   | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5401000 | PA      | $5123354.84   | 0.14%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5940000 | PA      | $5620028.89   | 0.15%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12296679.72  | 0.34%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10517000 | PA      | $9219629.40   | 0.25%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6876000 | PA      | $6536766.08   | 0.18%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6453592.00   | 0.18%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5982000 | PA      | $5677058.22   | 0.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4996000 | PA      | $4455612.36   | 0.12%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4821336.09   | 0.13%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4811790.47   | 0.13%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6363465.50   | 0.17%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2853000 | PA      | $2476203.41   | 0.07%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5982000 | PA      | $5612798.44   | 0.15%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7482000 | PA      | $7026650.12   | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6786000 | PA      | $6381490.75   | 0.17%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23427000 | PA      | $20315601.56  | 0.56%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6395000 | PA      | $6021791.76   | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7091000 | PA      | $6641718.64   | 0.18%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10390273.41  | 0.28%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9501000 | PA      | $8425085.95   | 0.23%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6940000 | PA      | $6569685.90   | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5091000 | PA      | $4882786.04   | 0.13%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4267000 | PA      | $4216862.75   | 0.12%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3888750.00   | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2967506.49   | 0.08%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11130000 | PA      | $10409158.65  | 0.29%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3386523.42   | 0.09%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4418261.73   | 0.12%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4965234.40   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3450917.96   | 0.09%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8175273.48   | 0.22%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16680000 | PA      | $15427045.27  | 0.42%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12217200 | PA      | $12097414.14  | 0.33%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9764453.10   | 0.27%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3000234.36   | 0.08%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6024609.36   | 0.17%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5020703.10   | 0.14%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10203585.91  | 0.28%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3999062.48   | 0.11%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10005859.40  | 0.27%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8505976.52   | 0.23%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3977187.52   | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3155500.00   | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10584062.50  | 0.29%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6521328.13   | 0.18%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12280000 | PA      | $12326529.66  | 0.34%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5937890.64   | 0.16%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5978203.14   | 0.16%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6440367.15   | 0.18%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4471523.46   | 0.12%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9526171.90   | 0.26%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2988164.07   | 0.08%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2981718.75   | 0.08%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2334761.71   | 0.06%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2008359.38   | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5034375.00   | 0.14%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4012656.24   | 0.11%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9840000 | PA      | $9659728.15   | 0.26%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3023085.93   | 0.08%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3037500.00   | 0.08%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4113593.76   | 0.11%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4076562.48   | 0.11%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9750000 | PA      | $9998701.15   | 0.27%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3636308.59   | 0.10%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1470000 | PA      | $1500433.59   | 0.04%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6108515.64   | 0.17%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8110624.96   | 0.22%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $4273129.29   | 0.12%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7984062.48   | 0.22%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6027187.50   | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3006093.75   | 0.08%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14796093.75  | 0.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5064843.75   | 0.14%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9103359.42   | 0.25%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4028281.24   | 0.11%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8170000 | PA      | $8237976.93   | 0.23%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5693014.81   | 0.16%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5148437.50   | 0.14%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4090625.00   | 0.11%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17200000 | PA      | $17381406.34  | 0.48%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6044062.50   | 0.17%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5096875.00   | 0.14%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5148242.20   | 0.14%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10093750.00  | 0.28%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4050468.76   | 0.11%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $19230078.22  | 0.53%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2117000 | PA      | $2131388.99   | 0.06%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12053437.44  | 0.33%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14990000 | PA      | $14608808.95  | 0.40%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17086000 | PA      | $17064642.50  | 0.47%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5925468.72   | 0.16%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16426000 | PA      | $16300238.44  | 0.45%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6407923.81   | 0.18%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15350000 | PA      | $15165320.31  | 0.42%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9272000 | PA      | $9277795.00   | 0.25%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11572000 | PA      | $11666926.50  | 0.32%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7744000 | PA      | $7784535.04   | 0.21%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14749000 | PA      | $14744967.03  | 0.40%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9038671.92   | 0.25%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8039062.48   | 0.22%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6049687.50   | 0.17%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6113000 | PA      | $6129476.43   | 0.17%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5012000 | PA      | $5131035.00   | 0.14%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5098000 | PA      | $5184227.88   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14166000 | PA      | $14266158.01  | 0.39%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7008000 | PA      | $7096695.00   | 0.19%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3319000 | PA      | $3375526.72   | 0.09%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16738000 | PA      | $17173449.45  | 0.47%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6369000 | PA      | $6417762.66   | 0.18%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4851000 | PA      | $4869001.77   | 0.13%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5615000 | PA      | $5621360.73   | 0.15%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4640000 | PA      | $4656312.48   | 0.13%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7205000 | PA      | $7230892.97   | 0.20%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9001000 | PA      | $9012884.11   | 0.25%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6139000 | PA      | $6130606.82   | 0.17%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11769000 | PA      | $11764007.12  | 0.32%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14527000 | PA      | $14511111.09  | 0.40%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7705000 | PA      | $7676407.21   | 0.21%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15116000 | PA      | $15075848.13  | 0.41%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3510000 | PA      | $3505201.16   | 0.10%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7516000 | PA      | $7520991.07   | 0.21%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170000 | PA      | $6186148.06   | 0.17%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12450000 | PA      | $12492310.58  | 0.34%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9942000 | PA      | $9955204.17   | 0.27%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9296000 | PA      | $9253514.40   | 0.25%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13426000 | PA      | $13405546.29  | 0.37%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4436000 | PA      | $4432534.38   | 0.12%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9386000 | PA      | $9396999.27   | 0.26%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10870000 | PA      | $10851741.77  | 0.30%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13130000 | PA      | $13135128.84  | 0.36%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6197000 | PA      | $6165772.95   | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16438125.00  | 0.45%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6390000 | PA      | $6362792.59   | 0.17%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8175656.25   | 0.22%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $8719280.10   | 0.24%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8320000 | PA      | $8217950.04   | 0.23%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $7125750.00   | 0.20%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5150000 | PA      | $5082808.57   | 0.14%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12264000 | PA      | $12111179.03  | 0.33%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12618000 | PA      | $12556388.70  | 0.34%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6980000 | PA      | $6925741.39   | 0.19%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8430000 | PA      | $8321002.71   | 0.23%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16853000 | PA      | $16762810.16  | 0.46%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11251000 | PA      | $11016750.69  | 0.30%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8337000 | PA      | $8132482.97   | 0.22%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1498000 | PA      | $1485887.26   | 0.04%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15900000 | PA      | $15782613.32  | 0.43%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4490000 | PA      | $4394412.12   | 0.12%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11710000 | PA      | $11494554.27  | 0.32%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6617000 | PA      | $6521105.18   | 0.18%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7490000 | PA      | $7388182.81   | 0.20%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16853000 | PA      | $16723310.94  | 0.46%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15110000 | PA      | $14981328.98  | 0.41%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6118000 | PA      | $6071159.06   | 0.17%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8144000 | PA      | $8016750.00   | 0.22%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    914000 | PA      | $906073.90    | 0.02%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51478.36     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354960.06    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $71118.28     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98875.23     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68868.65     | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168789.29    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126552.20    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    214000 | PA      | $182188.92    | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    361000 | PA      | $359484.51    | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125440.31    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $83305.77     | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76295.46     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92535.03     | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42858.44     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72582.95     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93856.56     | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    207000 | PA      | $180534.04    | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103721.72    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169411.50    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $96894.98     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98185.06     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64344.65     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169790.59    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39727.66     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $139553.90    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118206.95    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    111000 | PA      | $89779.15     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $112905.16    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $119301.27    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71523.17     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54552.24     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $75325.32     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59444.57     | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176568.26    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    116000 | PA      | $85991.35     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    287000 | PA      | $189063.77    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118760.32    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146141.83    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210449.89    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125934.99    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40702.36     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308367.18    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184802.66    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265914.09    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109956.53    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139751.17    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136690.78    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211126.79    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253163.76    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55216.41     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50498.76     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76120.52     | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275215.37    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206906.38    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114451.29    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177090.50    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252787.12    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252131.61    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241248.96    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333575.88    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199964.94    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55178.65     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100433.81    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153020.00    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100738.01    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |     62000 | PA      | $38289.94     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    465000 | PA      | $493374.90    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $62710.65     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     70000 | PA      | $68884.04     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     85000 | PA      | $72363.42     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: —       |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112533.85    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65338.74     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49417.24     | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76379.73     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     72000 | PA      | $57623.92     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: —       |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $61177.41     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $107786.72    | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     73000 | PA      | $46891.37     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     67000 | PA      | $52018.31     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $43505.54     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     74000 | PA      | $57357.91     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     95000 | PA      | $68883.77     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     64000 | PA      | $51187.83     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     82000 | PA      | $60156.45     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     57000 | PA      | $35614.80     | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     52000 | PA      | $30158.69     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     69000 | PA      | $38266.85     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     71000 | PA      | $44514.32     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55797.72     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68507.29     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $43592.05     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $68563.57     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $51507.26     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84622.01     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69585.38     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29249.19     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55205.87     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42466.85     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24451.17     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    427000 | PA      | $426359.50    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     28000 | PA      | $30772.98     | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $162774.90    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $312090.00    | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201236.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    171000 | PA      | $166892.58    | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82088.18     | 0.00%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76264.61     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131046.15    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98747.63     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    191000 | PA      | $185169.53    | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45044.97     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118784.66    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37050.23     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51090.29     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69004.04     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87017.97     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150333.83    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $98814.60     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $49687.69     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254425.64    | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $99426.41     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $47094.40     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $50087.12     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    121000 | PA      | $107766.75    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $25637.98     | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $98123.19     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     50000 | PA      | $50275.19     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     35000 | PA      | $34211.67     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76646.31     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76588.56     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171022.45    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67149.05     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25180.16     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    111000 | PA      | $99819.90     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69335.52     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $297094.58    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86695.24     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    257000 | PA      | $244655.58    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161831.23    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122623.20    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    104000 | PA      | $96943.00     | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148200.41    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290980.11    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    219000 | PA      | $219064.98    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337738.62    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345204.40    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129120.53    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    171000 | PA      | $162866.39    | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526030.05    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    312000 | PA      | $218995.47    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    427000 | PA      | $258950.11    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $158097.97    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    461000 | PA      | $270526.75    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $300942.06    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    536000 | PA      | $373952.99    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    453000 | PA      | $301846.14    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182436.79    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    377000 | PA      | $342266.21    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    429000 | PA      | $329394.80    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    112000 | PA      | $78783.37     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    695000 | PA      | $606632.58    | 0.02%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    118000 | PA      | $86034.75     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81044.73     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122875.20    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241972.48    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280345.28    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348723.63    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153083.90    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357439.97    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121725.08    | 0.00%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355025.70    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256716.59    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70034.86     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86520.52     | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     58000 | PA      | $40465.53     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56920.28     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89638.41     | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74358.41     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24423.37     | 0.00%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| VERTIV HOLDINGS CO                                                               | Vertiv Holdings Co                                                              | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29171.02     | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| VERTIV HOLDINGS CO                                                               | Vertiv Holdings Co                                                              | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38151.69     | 0.00%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                               | Vertiv Holdings Co                                                              | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33498.67     | 0.00%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34449.54     | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27905.74     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25438.01     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36286.07     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $43044.55     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52799.86     | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     57000 | PA      | $34027.25     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77154.66     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $165810.53    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181200.17    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129783.53    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163851.84    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    117000 | PA      | $117105.73    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    105000 | PA      | $104832.06    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    168000 | PA      | $165557.14    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    111000 | PA      | $99167.86     | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    100000 | PA      | $95244.76     | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     95000 | PA      | $94309.25     | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     50000 | PA      | $50050.91     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    105000 | PA      | $104509.99    | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49967.00     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110859.10    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    171000 | PA      | $180260.98    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91465.23     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $195221.08    | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $69618.40     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $75552.33     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    162000 | PA      | $135923.92    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40066.85     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57721.53     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64846.31     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86140.82     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     81000 | PA      | $67006.30     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57314.09     | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $47635.41     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $55740.17     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76938.27     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     87000 | PA      | $53422.57     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61717.27     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77518.65     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50230.78     | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45259.44     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93633.59     | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51145.84     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96811.26     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24917.81     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50661.74     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99863.85     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70880.74     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124751.14    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71796.26     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97838.14     | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152269.18    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121849.12    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144690.92    | 0.00%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82884.55     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    469000 | PA      | $397915.77    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193525.21    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    119000 | PA      | $90656.46     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129063.11    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    341000 | PA      | $333886.49    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    171000 | PA      | $157170.64    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $207647.16    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $99965.33     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49695.97     | 0.00%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49950.57     | 0.00%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49542.80     | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49458.44     | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141864.31    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70620.53     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175543.30    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $82765.55     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $33188.75     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $41838.78     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97647.81     | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $135079.11    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $127556.51    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $78338.30     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $140074.41    | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $139255.65    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188989.91    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $118660.68    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23962.54     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45465.81     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29676.08     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38934.79     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24148.97     | 0.00%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170438.26    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72066.92     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85277.46     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71893.39     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40607.87     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76195.10     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82411.90     | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     82000 | PA      | $80059.85     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    118000 | PA      | $102752.13    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $25000.29     | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $24838.17     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30794.65     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47217.60     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101076.80    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100731.72    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24495.75     | 0.00%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $172617.56    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49392.06     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23997.88     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC                                                                     | WPP 2025 LLC/Delaware                                                           | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24631.47     | 0.00%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273159.50    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100908.91    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     66000 | PA      | $44699.83     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228827.86    | 0.01%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    341000 | PA      | $361076.60    | 0.01%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184656.22    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    182000 | PA      | $148515.05    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49738.63     | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48870.33     | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31187.50     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    216000 | PA      | $191353.73    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143422.53    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92187.50     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125039.75    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99610.16     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215551.47    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44963.86     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159706.81    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177229.10    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155768.48    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45073.91     | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131247.74    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212934.72    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 120464284 | NS      | $120488376.62 | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61019.49     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53637.36     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     83000 | PA      | $61773.04     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $141143.09    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $150232.99    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $79313.74     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $67447.47     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96760.29     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50324.40     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45913.85     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48987.56     | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20782.76     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168423.29    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70581.44     | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29726.95     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47201.87     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $148579.70    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80257.72     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37293.30     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196166.31    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100903.07    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100213.05    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76256.79     | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126395.22    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55532.28     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51140.41     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100652.13    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100915.21    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101663.74    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200493.97    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124005.40    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187845.00    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131343.00    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86546.93     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141123.12    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53094.33     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51534.29     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    314000 | PA      | $300465.76    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200978.67    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $192842.69    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    247000 | PA      | $192801.97    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256670.53    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $220607.77    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    244000 | PA      | $194259.07    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $197001.53    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    457000 | PA      | $452681.36    | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    371000 | PA      | $368914.81    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    441000 | PA      | $416074.21    | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    407000 | PA      | $376466.28    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    341000 | PA      | $338053.97    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    683000 | PA      | $601718.27    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    401000 | PA      | $301052.01    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395302.69    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    537000 | PA      | $493065.73    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    389000 | PA      | $322526.80    | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361494.28    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547187.34    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471963.93    | 0.01%             | 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        |    530000 | PA      | $542175.45    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $502183.94    | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192676.25    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $449342.86    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431661.94    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396999.94    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395030.78    | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149336.59    | 0.00%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336395.80    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302601.24    | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383747.85    | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457688.66    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321424.60    | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316194.61    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237873.56    | 0.01%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389656.84    | 0.01%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94754.46     | 0.00%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98296.68     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WBB3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $646327.87    | 0.02%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $441151.89    | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $488040.80    | 0.01%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481000 | PA      | $429226.17    | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $89878.63     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170102.53    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    171000 | PA      | $162688.05    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $91960.25     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $91564.12     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    108000 | PA      | $101582.39    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     87000 | PA      | $78232.53     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     79000 | PA      | $75271.45     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $75023.11     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $75279.53     | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $37711.56     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83430.47     | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    121000 | PA      | $98525.16     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $58248.01     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177918.27    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25014.30     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42261.98     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75221.37     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84341.87     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116528.95    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208735.96    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49511.03     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49460.48     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29503.02     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93613.11     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24777.32     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137401.78    | 0.00%             | 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        |     60000 | PA      | $61713.39     | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50523.91     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91883.50     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111892.43    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38618.85     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71311.19     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    110000 | PA      | $66707.92     | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69771.21     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49266.01     | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     87000 | PA      | $85944.71     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $146255.79    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $153332.92    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    138000 | PA      | $130051.78    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    237000 | PA      | $212882.67    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $74091.93     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $215332.31    | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    171000 | PA      | $161596.61    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    141000 | PA      | $126133.46    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    134000 | PA      | $98432.31     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $149930.87    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101301.63    | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255103.84    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103509.06    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $60035.20     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102262.38    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151767.96    | 0.00%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99991.19     | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170019.94    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     74000 | PA      | $82945.68     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $89177.11     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167563.72    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     90000 | PA      | $81030.66     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     55000 | PA      | $40449.08     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 182801780 | NS      | $182838340.78 | 5.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63780.70     | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72901.52     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190071.48    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    211000 | PA      | $191004.26    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247016.79    | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116956.84    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129092.86    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204205.77    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25226.64     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96226.21     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153292.82    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24774.14     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89918.25     | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99906.67     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123139.07    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113181.31    | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140193.77    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129015.96    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74224.06     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92072.74     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    171000 | PA      | $159037.33    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43736.97     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG VA ECON DEV AUTH REVENUE                                           | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10044.51     | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    207000 | PA      | $206713.05    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43402.02     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47346.81     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72395.61     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71117.11     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40418.57     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72799.22     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73899.65     | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43822.91     | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $68983.52     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81590.49     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80333.37     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25469.88     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24627.14     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89816.52     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44396.47     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48997.91     | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    171000 | PA      | $163756.48    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71440.64     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57255.79     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95286.54     | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48448.58     | 0.00%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    109000 | PA      | $74555.68     | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     82000 | PA      | $50040.27     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24714.36     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    110000 | PA      | $103980.69    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $147639.70    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94122.18     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $153172.48    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51821.76     | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $156315.57    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50397.46     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80288.28     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59413.73     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    139000 | PA      | $129028.80    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2025-B                                        | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500983.30    | 0.01%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     87000 | PA      | $96099.71     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92222.44     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62548.67     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81532.51     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169928.02    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65387.86     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48831.00     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95483.20     | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102073.21    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76240.63     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25128.32     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152437.95    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48808.89     | 0.00%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221550.97    | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72170.96     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $23088.13     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $37038.13     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48662.82     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     62000 | PA      | $36443.50     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     87000 | PA      | $74505.68     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $168755.86    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51147.94     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99991.73     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25396.20     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25518.55     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247774.15    | 0.01%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63312.27     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24576.86     | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $68205.66     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169406.05    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72989.69     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64489.36     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     71000 | PA      | $45711.15     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49844.71     | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148779.06    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $701012.14    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 000000000<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $199438.81    | 0.01%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Master Investment Portfolio

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer