# EDGAR Filing Document

**Accession Number:** 0000835620
**File Stem:** 0001410368-26-016974
**Filing Date:** 2026-2
**Character Count:** 1312753
**Document Hash:** 54bddae41d89535ef2d7f3f38b942789
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016974.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016974

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Strategic Global Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000835620

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05603
- **FILM NUMBER:** 26668906

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK WORLD INCOME FUND, INC.
- **DATE OF NAME CHANGE:** 20061002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910916

## Series and Classes Contracts Data

### BlackRock Strategic Global Bond Fund, Inc. (Series ID: S000002866)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007879 | Investor A    |  |
| C000007882 | Institutional |  |
| C000038980 | Investor C    |  |
| C000162768 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Strategic Global Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-05603

- **c. CIK number of Registrant:** 0000835620

- **d. LEI of Registrant:** WLNAPPG3EBO2UQ0EB806

- **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:** BlackRock Strategic Global Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002866

- **c. LEI of Series:** WLNAPPG3EBO2UQ0EB806

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1153750743.02

**Total Liabilities:** $252896294.75

**Net Assets:** $900854448.27

**Amount of Assets Invested in Other Investment Companies:** $2779192.30

**Delayed Delivery Securities:** $100343922.52

**Cash Not Reported:** $43378402.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 28218.74000000 | **1-Year:** 12485.15000000 | **5-Year:** 135161.37000000 | **10-Year:** 66722.39000000 | **30-Year:** 51105.05000000

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

- **3-Month:** 34146.96000000 | **1-Year:** 47839.60000000 | **5-Year:** 153722.79000000 | **10-Year:** 59363.57000000 | **30-Year:** 24917.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007879 | 0.18%                | 0.17%                | 0.34%                |
| Class ID C000007882 | 0.02%                | 0.19%                | 0.36%                |
| Class ID C000038980 | -0.07%               | 0.11%                | 0.28%                |
| Class ID C000162768 | 0.21%                | 0.20%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1032412.08              | $-3673390.90                               |
| Month 2  | $-831437.18              | $2008296.69                                |
| Month 3  | $222460.17               | $2909207.60                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABRA GLOBAL FINANCE                                       | ABRA Global Finance                                                              | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |       504604 | PA      | $503660.39    | 0.06%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| AES ANDES SA                                              | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $209428.00    | 0.02%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                            | AGL CLO 24 Ltd                                                                   | CUSIP: 00119AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2005782.20   | 0.22%             | 2038-03-31      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98731.90     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                          | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        12756 | NS      | $121437.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       226000 | PA      | $200841.34    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       309000 | PA      | $324021.11    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110474.06    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                           | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       439522 | PA      | $439483.24    | 0.05%             | 2041-05-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                        | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $98090.04     | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       868000 | PA      | $609951.83    | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       170000 | PA      | $113159.18    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       854000 | PA      | $563178.32    | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       420000 | PA      | $345893.06    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       213000 | PA      | $207072.70    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                  | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101000.40    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91797.53     | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |          477 | NS      | $102154.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Master Trust                                       | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       610000 | PA      | $616069.32    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       570000 | PA      | $570882.02    | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100335.53    | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       431105 | PA      | $431515.33    | 0.05%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                    | Air Canada 2020-1 Class C Pass Through Trust                                     | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       302000 | PA      | $310365.82    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                  | Air Products and Chemicals Inc                                                   | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       358000 | PA      | $428679.69    | 0.05%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99903.70     | 0.01%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                    | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |        26292 | NS      | $107797.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         1056 | NS      | $154788.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |        61000 | PA      | $94733.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                   | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15847.16     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                       | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |        68000 | PA      | $68949.69     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $207373.80    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                          | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $197930.50    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1597000 | PA      | $1444661.18   | 0.16%             | 2040-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1361000 | PA      | $1259775.63   | 0.14%             | 2040-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8411000 | PA      | $6797105.90   | 0.75%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       677000 | PA      | $640320.35    | 0.07%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |       -11000 | PA      | $-10404.02    | -0.00%            | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6168000 | PA      | $5213405.66   | 0.58%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       260000 | PA      | $250097.66    | 0.03%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |        -9000 | PA      | $-8657.23     | -0.00%            | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3206000 | PA      | $2835181.02   | 0.31%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |       -23000 | PA      | $-20339.73    | -0.00%            | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108000 | PA      | $104979.78    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |        -7000 | PA      | $-6804.25     | -0.00%            | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2528000 | PA      | $2336918.74   | 0.26%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |       -28000 | PA      | $-25883.59    | -0.00%            | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89368400 | PA      | $82334129.23  | 9.14%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       117000 | PA      | $115459.58    | 0.01%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2282000 | PA      | $2164304.85   | 0.24%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       717000 | PA      | $717252.07    | 0.08%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |      5540000 | PA      | $5407827.62   | 0.60%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1208000 | PA      | $1204602.50   | 0.13%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11482000 | PA      | $11642548.10  | 1.29%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3248000 | PA      | $3334810.82   | 0.37%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1760000 | PA      | $1829063.42   | 0.20%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                      | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93167.07     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         1437 | NS      | $450930.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       246000 | PA      | $241317.79    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       120000 | PA      | $118110.08    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |        92000 | PA      | $52010.52     | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       234000 | PA      | $157097.36    | 0.02%             | 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        |       175000 | PA      | $111963.78    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       363000 | PA      | $279035.08    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |        76000 | PA      | $73719.70     | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                     | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102230.06    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                   | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        59633 | PA      | $56365.85     | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                    | American Airlines 2025-1 Class B Pass Through Trust                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       109000 | PA      | $109550.23    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                    | American Airlines 2019-1 Class B Pass Through Trust                              | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45108 | PA      | $44155.05     | 0.00%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |        84000 | PA      | $80915.27     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1535000 | PA      | $1512772.14   | 0.17%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       826000 | PA      | $840617.23    | 0.09%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                    | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |        45000 | PA      | $46279.59     | 0.01%             | 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        |        88000 | PA      | $90187.90     | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       548000 | PA      | $577375.05    | 0.06%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       912000 | PA      | $954983.90    | 0.11%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       279000 | PA      | $238710.13    | 0.03%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       494000 | PA      | $481986.93    | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                 | Anchorage Capital CLO 8 Ltd                                                      | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $952510.00    | 0.11%             | 2038-10-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |      1883683 | PA      | $1902126.45   | 0.21%             | 2070-06-25      | Variable      | 5.51%                 | 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        |       397000 | PA      | $367181.11    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                  | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       204000 | PA      | $207964.68    | 0.02%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       220000 | PA      | $214537.19    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                              | Apollo Global Management Inc                                                     | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |         1057 | NS      | $153011.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                                | Apidos CLO LIII                                                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007249.60   | 0.22%             | 2038-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |          500 | NS      | $135930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       230000 | PA      | $205038.80    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       265000 | PA      | $163815.64    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |        70000 | PA      | $43568.69     | 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        |        77000 | PA      | $45451.01     | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       189000 | PA      | $148566.57    | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                        | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        19959 | PA      | $18362.88     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       428000 | PA      | $373130.40    | 0.04%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust               | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1326000 | PA      | $1092970.48   | 0.12%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust               | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14384394 | PA      | $462184.95    | 0.05%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                          | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |        93000 | PA      | $91271.40     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       804000 | PA      | $734655.00    | 0.08%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                        | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $209670.96    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                            | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       340000 | PA      | $340420.10    | 0.04%             | 2041-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       416182 | PA      | $451398.42    | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        48000 | PA      | $40896.00     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       226052 | PA      | $168182.69    | 0.02%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       216531 | PA      | $149839.45    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        33312 | PA      | $29697.65     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                          | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |        64000 | PA      | $69065.15     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                            | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590000 | PA      | $590363.85    | 0.07%             | 2034-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                    | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $110055.30    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                   | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10689.78     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                          | Ascension Health                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $150227.03    | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        37000 | PA      | $35275.51     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        97000 | PA      | $92633.90     | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        66000 | PA      | $66052.48     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                  | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $186149.24    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                           | AstraZeneca PLC                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       352000 | PA      | $312896.62    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                              | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       170000 | PA      | $173406.51    | 0.02%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                              | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $427577.26    | 0.05%             | 2029-11-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                              | Atrium Hotel Portfolio Trust 2017-ATRM                                           | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200000 | PA      | $190000.00    | 0.02%             | 2036-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                       | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |        26000 | PA      | $25858.73     | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                       | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95625.53     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $56524.19     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |        40000 | PA      | $41913.29     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $250412.80    | 0.03%             | 2039-08-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1140000 | PA      | $1179932.60   | 0.13%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                            | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       360000 | PA      | $377102.02    | 0.04%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                  | Azul Secured Finance LLP                                                         | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       223136 | PA      | $112125.84    | 0.01%             | 2028-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       625000 | PA      | $591622.06    | 0.07%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       240000 | PA      | $241040.06    | 0.03%             | 2041-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       665000 | PA      | $673504.22    | 0.07%             | 2040-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       331000 | PA      | $331930.64    | 0.04%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       467000 | PA      | $469334.30    | 0.05%             | 2042-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                 | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       310000 | PA      | $310387.04    | 0.03%             | 2041-06-15      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                            | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       230000 | PA      | $230909.70    | 0.03%             | 2041-04-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                  | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       129000 | PA      | $129389.59    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       790000 | PA      | $786524.08    | 0.09%             | 2036-06-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                 | BXP Trust 2017-CC                                                                | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       110000 | PA      | $89452.86     | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                 | BXP Trust 2017-CC                                                                | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       220000 | PA      | $173478.25    | 0.02%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-LBA                                                                | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       133749 | PA      | $133584.77    | 0.01%             | 2036-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2021-LBA                                                                | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       711729 | PA      | $710854.86    | 0.08%             | 2036-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1429000 | PA      | $1431648.08   | 0.16%             | 2027-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       603223 | PA      | $604899.59    | 0.07%             | 2039-02-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-BIO                                                                | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       435000 | PA      | $434056.31    | 0.05%             | 2041-02-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       664091 | PA      | $665417.10    | 0.07%             | 2039-02-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-PAT                                                                | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1103940.62   | 0.12%             | 2041-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-PAT                                                                | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $352229.48    | 0.04%             | 2041-03-15      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       540908 | PA      | $540281.73    | 0.06%             | 2041-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       647000 | PA      | $646797.49    | 0.07%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       375000 | PA      | $375435.00    | 0.04%             | 2041-06-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       519231 | PA      | $519554.87    | 0.06%             | 2037-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       560000 | PA      | $562773.18    | 0.06%             | 2041-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $251547.68    | 0.03%             | 2041-10-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       143877 | PA      | $144055.90    | 0.02%             | 2041-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                 | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       470000 | PA      | $471712.02    | 0.05%             | 2042-11-05      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1435000 | PA      | $1435892.57   | 0.16%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |        55000 | PA      | $52879.81     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                  | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       198101 | PA      | $208105.60    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                  | Boxer Parent Company Inc 2025 EUR Term Loan B                                    | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2031-07-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |         1883 | NS      | $103565.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       531000 | PA      | $446083.19    | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       810000 | PA      | $649003.99    | 0.07%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       467000 | PA      | $482109.46    | 0.05%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       940000 | PA      | $990478.19    | 0.11%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                          | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       181000 | PA      | $190784.86    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       391000 | PA      | $447090.95    | 0.05%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $430121.70    | 0.05%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                              | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       790037 | PA      | $795325.79    | 0.09%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                            | Barings CLO Ltd 2020-I                                                           | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |      1515000 | PA      | $1518484.50   | 0.17%             | 2038-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS MORTGAGE TRUST 2017-C1                                                     | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200000 | PA      | $1173325.56   | 0.13%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC               | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       357000 | PA      | $295415.29    | 0.03%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        44000 | PA      | $44582.00     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                     | Becton Dickinson & Co                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |        72000 | PA      | $73905.95     | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4849000 | PA      | $5122944.84   | 0.57%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                               | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       105000 | PA      | $108331.97    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4795794 | PA      | $257616.17    | 0.03%             | 2053-12-17      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       710000 | PA      | $710443.25    | 0.08%             | 2041-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       360000 | PA      | $361337.94    | 0.04%             | 2041-11-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2021-A                                                  | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        11910 | PA      | $11827.34     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2021-A                                                  | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $98491.13     | 0.01%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       501000 | PA      | $510062.94    | 0.06%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                       | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       615000 | PA      | $617311.66    | 0.07%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                             | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |          672 | NS      | $145904.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         1700 | NS      | $117402.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                            | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |        86000 | PA      | $92915.09     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       308000 | PA      | $307095.03    | 0.03%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                    | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         1417 | NS      | $135110.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                          | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |        53000 | PA      | $51780.35     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                     | Bracelet Holdings Inc                                                            | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       536000 | PA      | $524319.39    | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                            | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      3900000 | PA      | $3597750.00   | 0.40%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                     | Breakwater Energy Holdings Sarl                                                  | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $261788.75    | 0.03%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       335000 | PA      | $242873.23    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |          219 | NS      | $75795.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       247000 | PA      | $256249.94    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       348000 | PA      | $355308.68    | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1524000 | PA      | $1561438.68   | 0.17%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        74000 | PA      | $74042.25     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        93000 | PA      | $86625.22     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        65000 | PA      | $62875.49     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                       | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |        58000 | PA      | $60332.30     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |        56000 | PA      | $55835.68     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       105000 | PA      | $98816.67     | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       840000 | PA      | $839999.92    | 0.09%             | 2035-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       372617 | PA      | $373193.04    | 0.04%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280859 | PA      | $281382.32    | 0.03%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2148026 | PA      | $2150017.23   | 0.24%             | 2040-12-09      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       544167 | PA      | $545344.94    | 0.06%             | 2040-12-09      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       241000 | PA      | $230166.69    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $113796.61    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $85027.43     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        61000 | PA      | $55750.47     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $81099.66     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                           | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1691007.34   | 0.19%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       197000 | PA      | $175504.42    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |        90000 | PA      | $98229.60     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99503.01     | 0.01%             | 2049-02-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99088.01     | 0.01%             | 2049-02-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                           | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $697968.15    | 0.08%             | 2051-08-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                          | CPV Fairview LLC 2025 Term Loan                                                  | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |       243390 | PA      | $244227.26    | 0.03%             | 2031-08-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $159133.06    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                          | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $148589.48    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSX CORP                                                  | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       325000 | PA      | $318926.13    | 0.04%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAA8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      1850000 | PA      | $1837313.26   | 0.20%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc                                            | CVR Energy Inc Term Loan B                                                       | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |       149998 | PA      | $150122.19    | 0.02%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       118000 | PA      | $106531.18    | 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        |       235000 | PA      | $235778.28    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       263000 | PA      | $231847.61    | 0.03%             | 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        |       238000 | PA      | $229748.53    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       105000 | PA      | $110150.05    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        92000 | PA      | $93901.70     | 0.01%             | 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        |       174000 | PA      | $178108.21    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAE1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       324000 | PA      | $324873.28    | 0.04%             | 2040-08-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                 | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |         3619 | NS      | $84648.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       104000 | PA      | $107708.32    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |        17000 | PA      | $17415.21     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                       | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       140000 | PA      | $140172.96    | 0.02%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority          | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                      | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       180000 | PA      | $180073.35    | 0.02%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                  | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |        97000 | PA      | $101460.13    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                  | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       132000 | PA      | $130026.38    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       210000 | PA      | $128455.65    | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |        76000 | PA      | $55034.73     | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                   | Canada Government Bonds                                                          | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       140000 | PA      | $98558.45     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       101000 | PA      | $105994.51    | 0.01%             | 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        |        80000 | PA      | $86474.46     | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        66000 | PA      | $65903.20     | 0.01%             | 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        |        47000 | PA      | $46762.93     | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                          | Carlyle US CLO 2024-6 Ltd                                                        | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2509805.75   | 0.28%             | 2037-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                       | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         1288 | NS      | $68057.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       129000 | PA      | $133710.62    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                           | Caterpillar Inc                                                                  | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |        47000 | PA      | $47403.70     | 0.01%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                         | Cedar Funding II CLO Ltd                                                         | CUSIP: 15032TBU9<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003288.90   | 0.11%             | 2038-07-22      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        52000 | PA      | $54791.18     | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        62000 | PA      | $62310.00     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99475.33     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       400000 | PA      | $397644.95    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                   | Century Communities Inc                                                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |         2891 | NS      | $171580.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                       | CFSP 2024-AHP1 Mortgage Trust                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       316685 | PA      | $307997.33    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | 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        |       383000 | PA      | $250492.36    | 0.03%             | 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: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       514000 | PA      | $309287.82    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                               | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90422.88     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                      | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       200000 | PA      | $196700.00    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                       | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149999.90    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                        | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        32000 | PA      | $32591.45     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Circle Internet Group Inc                                 | Circle Internet Group Inc                                                        | CUSIP: 172573107<br>LEI: 254900HFVVR6NPMQVN93 | Long             | EC               | CORP              | US        |         1235 | NS      | $97935.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $737478.90    | 0.08%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      3095000 | PA      | $3067822.81   | 0.34%             | 2030-09-09      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |       765000 | PA      | $765000.00    | 0.08%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |         1083 | NS      | $126375.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       363000 | PA      | $325210.80    | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       919000 | PA      | $876246.86    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1262000 | PA      | $1288987.43   | 0.14%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       670000 | PA      | $679599.81    | 0.08%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       360000 | PA      | $324702.79    | 0.04%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                       | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $679172.80    | 0.08%             | 2042-11-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       141000 | PA      | $145285.41    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       121000 | PA      | $126815.26    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       100000 | PA      | $103699.25    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                  | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |        70000 | PA      | $73300.05     | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        63000 | PA      | $64575.03     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104003.27    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       267000 | PA      | $278083.27    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       106000 | PA      | $107767.97    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |        76000 | PA      | $78148.86     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |        25000 | PA      | $14987.05     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                          | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       158000 | PA      | $152332.20    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |        31000 | PA      | $31020.83     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                 | College Ave Student Loans Trust 2024-A                                           | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       309729 | PA      | $314154.73    | 0.03%             | 2054-06-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                 | College Avenue Student Loans LLC                                                 | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       267807 | PA      | $280137.46    | 0.03%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $215000.00    | 0.02%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2025-5 Mortgage Loan Trust                                                  | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |      1694468 | PA      | $1709642.99   | 0.19%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       271000 | PA      | $152268.10    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       197000 | PA      | $106556.80    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       213000 | PA      | $191330.71    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       823000 | PA      | $826244.18    | 0.09%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                    | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99799.18     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                              | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       895000 | PA      | $903016.87    | 0.10%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                      | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       130000 | PA      | $129797.37    | 0.01%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CART                                                      | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       160000 | PA      | $159932.70    | 0.02%             | 2041-08-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                  | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       200000 | PA      | $212147.84    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                           | ConnectWise LLC 2021 Term Loan B                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       234842 | PA      | $230292.91    | 0.03%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                  | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       432001 | PA      | $430402.60    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: No      |
| CoreWeave Inc                                             | CoreWeave Inc                                                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |         2711 | NS      | $194134.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       167000 | PA      | $155272.02    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                       | Core Scientific Inc                                                              | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |        44000 | PA      | $46230.80     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2878000 | PA      | $2382882.61   | 0.26%             | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2213000 | PA      | $1908539.62   | 0.21%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2162000 | PA      | $1942337.43   | 0.22%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       941000 | PA      | $856199.14    | 0.10%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGA              | US        |       676000 | PA      | $638476.72    | 0.07%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1582000 | PA      | $1540719.69   | 0.17%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2247000 | PA      | $2241689.06   | 0.25%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2726000 | PA      | $2752432.36   | 0.31%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1705000 | PA      | $1737434.97   | 0.19%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |       -30000 | PA      | $-30570.70    | -0.00%            | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae                                                                       | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       722000 | PA      | $745493.21    | 0.08%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                      | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |        52000 | PA      | $49981.34     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                          | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $3135.48      | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                     | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |        72000 | PA      | $71733.56     | 0.01%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       418000 | PA      | $396496.61    | 0.04%             | 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        |       751000 | PA      | $670800.01    | 0.07%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       267000 | PA      | $235639.22    | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                    | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       460000 | PA      | $462926.20    | 0.05%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                    | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |        36000 | PA      | $36191.12     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                           | DK Trust 2025-LXP                                                                | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       268000 | PA      | $268498.35    | 0.03%             | 2037-08-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                           | DK Trust 2025-LXP                                                                | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       287000 | PA      | $287622.70    | 0.03%             | 2037-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                               | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1253000 | PA      | $1252998.12   | 0.14%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                               | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       405000 | PA      | $406804.60    | 0.05%             | 2042-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                       | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       190000 | PA      | $190000.00    | 0.02%             | 2034-08-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                             | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |          680 | NS      | $97940.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranteed Funding (DK) Limited                           | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1102388.54   | 0.12%             | 2034-03-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                   | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101633.10    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $194478.00    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                             | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       312000 | PA      | $316789.70    | 0.04%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                              | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $748232.70    | 0.08%             | 2040-04-13      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                    | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       117000 | PA      | $122635.20    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                       | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |         4031 | NS      | $279751.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                       | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       940000 | PA      | $956904.15    | 0.11%             | 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        |       755000 | PA      | $775812.72    | 0.09%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                       | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93613.04     | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                      | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255LAU6<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $502136.60    | 0.06%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                    | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        71041 | PA      | $4262.49      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         8999 | PA      | $9001.64      | 0.00%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       316800 | PA      | $315900.29    | 0.04%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $102205.18    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |          419 | NS      | $47669.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                  | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $80012.00     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                         | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |        72000 | PA      | $69300.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                     | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $65766.61     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $146714.07    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     61550000 | PA      | $1060373.46   | 0.12%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |            1 | NC      | $-10.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |            1 | NC      | $-99.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |            1 | NC      | $-505.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |            1 | NC      | $-51.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $-685.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $-3473.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $406.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $1385.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $1098.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ARS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9337.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ARS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6827.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ARS                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5569.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9065.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-12480.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |            1 | NC      | $1544.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-2079.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-738.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-388.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-775.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-613.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1204.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-703.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-757.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-708.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-633.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $77.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $97.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $2909.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-12562.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $16304.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |            1 | NC      | $2668.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |            1 | NC      | $9238.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-7277.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-27307.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-20204.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $11931.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3948.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-10295.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-257.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15147.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-761.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-25741.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-2574.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-22506.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |            1 | NC      | $9549.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-16567.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |            1 | NC      | $874.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-117476.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $117636.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $126.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | AU        |            1 | NC      | $385.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |            1 | NC      | $-247.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-94.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |            1 | NC      | $703.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |            1 | NC      | $1383.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $200.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $5968.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $1667.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $1354.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $1600.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $2866.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |            1 | NC      | $1399.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $470.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $41.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $1500.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $1380.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $-13516.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $2566.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $32309.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-76278.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-124013.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-14556.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-7817.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $244013.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |            1 | NC      | $22832.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $109220.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |            1 | NC      | $-3582.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $22639.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $1821.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $385.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-2878.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-5300.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7117.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $5419.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3014.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $11535.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |            1 | NC      | $72646.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $31643.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | GB        |            1 | NC      | $9298.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-25004.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5282.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $2953.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |            1 | NC      | $2109.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $1653.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |            1 | NC      | $3866.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |            1 | NC      | $40482.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |            1 | NC      | $-3469.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |            1 | NC      | $4339.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-3070.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $607.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-9688.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |            1 | NC      | $2891.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $277464.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |            1 | NC      | $78434.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $192917.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $55232.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |            1 | NC      | $2331.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-224391.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |            1 | NC      | $11029.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-31603.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-35771.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-1018.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $15893.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-15436.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-28487.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $5818.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $16524.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $195365.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |            1 | NC      | $117713.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |            1 | NC      | $48270.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |            1 | NC      | $17890.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1857.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-14611.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-123343.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-10778.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7500.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $338.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |            1 | NC      | $5292.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |            1 | NC      | $19949.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-9553.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-36015.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NZD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |            1 | NC      | $-734.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-539468.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-603.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-395462.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $-788.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $14386.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |            1 | NC      | $2838.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |            1 | NC      | $5106.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |            1 | NC      | $25559.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |            1 | NC      | $7582.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |            1 | NC      | $1258.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-1863.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1154.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $30140.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $61414.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $2657.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $658.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $-72974.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $-5018.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |            1 | NC      | $-1264.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $45.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-1736.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CA        |            1 | NC      | $27408.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-63516.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |            1 | NC      | $5755.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TH        |            1 | NC      | $67263.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-352654.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-6629.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                            | PURCHASED EUR / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | XX        |            1 | NC      | $3633.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $111189.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-802.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $115.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |            1 | NC      | $532.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-140455.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |            1 | NC      | $10780.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-192039.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1685.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-1122.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |            1 | NC      | $306082.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $1122749.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $18754.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |            1 | NC      | $12304.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $6417.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $1530.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $27.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |            1 | NC      | $2985.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |            1 | NC      | $3168.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-1118.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |            1 | NC      | $3033.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2096.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $5584.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $21122.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | TH        |            1 | NC      | $1835.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | TH        |            1 | NC      | $6941.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $1786.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $13024.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |            1 | NC      | $-583.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |            1 | NC      | $-21670.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |            1 | NC      | $1167.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CH        |            1 | NC      | $4414.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $15882.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |            1 | NC      | $8096.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $360.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |            1 | NC      | $5031.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |            1 | NC      | $5042.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |            1 | NC      | $3173.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $1131.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $2379.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $73395.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $17195.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $1014.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $482.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $6325.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $6716.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $-141.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1580.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3990.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-2012.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                     | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | AU        |            1 | NC      | $6395.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |            1 | NC      | $37220.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-576.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $5067.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $1004.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-7788.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-5669.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-28601.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $89.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $21516.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-4809.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $40675.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $811.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-3692.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-574.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $471.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-6844.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-1326.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-8251.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1497.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-316.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-4562.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-2817.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-412.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED NZD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |            1 | NC      | $-504.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-4313.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-2322.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-5545.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-2169.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-733.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-4282.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16171.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-12937.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $458.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-54719.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-2405.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-757.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-644.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-3527.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-2144.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-13163.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $4555.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |            1 | NC      | $96.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-340.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-13415.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |            1 | NC      | $38282.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-439.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-988.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-200.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-1328.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-824.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-1758.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-10536.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-49576.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-5363.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |            1 | NC      | $-777.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $74.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | GB        |            1 | NC      | $879.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-148.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-11535.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |            1 | NC      | $3242.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-8659.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $201333.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |            1 | NC      | $729.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | AU        |            1 | NC      | $41380.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $21.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |            1 | NC      | $1785.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $190620.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-41013.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $8747.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-6631.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $33670.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |            1 | NC      | $4505.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-33523.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $51705.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-492.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |            1 | NC      | $-774.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NZ        |            1 | NC      | $-1677.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $113219.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED CNH / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $63.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-118427.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-415141.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $-23.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                   | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11870.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-15294.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-9420.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-5487.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $-243186.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-87611.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CA        |            1 | NC      | $69779.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-264645.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |            1 | NC      | $36997.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CA        |            1 | NC      | $5698.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | CA        |            1 | NC      | $18089.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-29783.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |            1 | NC      | $-75353.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-17020.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | DK        |            1 | NC      | $2105.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED CNH / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |            1 | NC      | $11.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-249531.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-2309.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |            1 | NC      | $165269.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED NOK / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |            1 | NC      | $-2262.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $141406.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | PL        |            1 | NC      | $10643.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |            1 | NC      | $10214.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-5226.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-338.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $216.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |            1 | NC      | $-360.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $353.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $97.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $29285.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-17.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $253.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-24710.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |            1 | NC      | $3681.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3888.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $96.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-24003.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2119.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $3814.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |            1 | NC      | $10419.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-36551.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |            1 | NC      | $24247.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CN        |            1 | NC      | $185925.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-5138.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | SG        |            1 | NC      | $8076.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $-1259.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $-3176.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $1333.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |            1 | NC      | $3364.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-92.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $-44.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $-600.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |            1 | NC      | $358.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $171.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $57.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-7.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |            1 | NC      | $-13.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |            1 | NC      | $102.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-1786.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-664.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $202.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |            1 | NC      | $786.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |            1 | NC      | $314.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-10725.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1023.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |            1 | NC      | $984.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $109.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-818.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-395.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-94.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $216.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |            1 | NC      | $-665.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |            1 | NC      | $59.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $-639.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-6201.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                     | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | JP        |            1 | NC      | $-29933.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $104.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |            1 | NC      | $1554.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-1885.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-3046.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-561.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-906.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $5936.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $91.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |            1 | NC      | $209.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-16456.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $81.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |            1 | NC      | $-147.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-407.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $344.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |            1 | NC      | $22957.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ID        |            1 | NC      | $2371.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |            1 | NC      | $-199.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |            1 | NC      | $7817.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |            1 | NC      | $10271.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-23492.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |            1 | NC      | $146.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-587.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2247.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |            1 | NC      | $23.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $20001.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |            1 | NC      | $5547.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $116.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $361.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $688.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $898.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $322.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $246.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $1030.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $1777.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-437.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |            1 | NC      | $2585.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-4656.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |            1 | NC      | $-2724.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $10036.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $7931.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-10282.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $1356.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-340.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $335.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-8050.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1376.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $147834.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-145049.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-130310.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $128798.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-693.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $153.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-503.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $210.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |            1 | NC      | $801.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-147.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-268.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-237.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $237.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-327.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $327.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ID        |            1 | NC      | $667.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       113733 | PA      | $113729.67    | 0.01%             | 2030-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                   | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |       144233 | PA      | $144237.60    | 0.02%             | 2031-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |          568 | NS      | $66575.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DURST Commercial Mortgage Trust                           | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       647000 | PA      | $659967.89    | 0.07%             | 2042-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                     | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |       458221 | PA      | $456503.13    | 0.05%             | 2030-08-30      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       330000 | PA      | $331732.67    | 0.04%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       330000 | PA      | $331732.67    | 0.04%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                               | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $350994.70    | 0.04%             | 2039-06-10      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |        38000 | PA      | $40052.46     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      1772000 | PA      | $1802124.00   | 0.20%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       180000 | PA      | $182350.83    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                             | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |         9364 | NS      | $1017866.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       103712 | PA      | $106249.69    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       300000 | PA      | $331740.36    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        11000 | PA      | $11704.00     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       121000 | PA      | $125903.05    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       230000 | PA      | $207589.41    | 0.02%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                     | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       508481 | PA      | $532047.73    | 0.06%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |        80000 | PA      | $84712.00     | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                     | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56811.10     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                    | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |        79000 | PA      | $75484.95     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |        20000 | PA      | $21349.10     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                              | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102001.05    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $66028.40     | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                       | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200000 | PA      | $1227985.92   | 0.14%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       607000 | PA      | $549323.89    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       591000 | PA      | $568010.32    | 0.06%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |        49000 | PA      | $50919.87     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                    | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |        31000 | PA      | $32518.66     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                               | Exelon Corp                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       104000 | PA      | $80249.93     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                  | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       100000 | PA      | $79150.57     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                  | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |        56000 | PA      | $54158.94     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                      | FREMF 2020-K104 Mortgage Trust                                                   | CUSIP: 302984AS8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |       750000 | PA      | $723483.98    | 0.08%             | 2052-02-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       478000 | PA      | $386121.18    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       180000 | PA      | $172872.55    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                           | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98625.10     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                 | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       244313 | PA      | $246016.20    | 0.03%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3476 | PA      | $3331.16      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12558 | PA      | $11988.33     | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5047 | PA      | $4977.20      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12709 | PA      | $12622.20     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9857 | PA      | $9590.30      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        38541 | PA      | $38243.95     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        11630 | PA      | $11973.70     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          681 | PA      | $666.77       | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6197 | PA      | $6246.48      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3387 | PA      | $3331.94      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307PUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        18738 | PA      | $18165.48     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6358 | PA      | $6211.21      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6308 | PA      | $6162.81      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9045 | PA      | $8829.74      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3131XGBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4428 | PA      | $4364.48      | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3131XYBA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       170086 | PA      | $168553.21    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1603 | PA      | $1589.61      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       154631 | PA      | $145346.00    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        35079 | PA      | $34433.65     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132CXCD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       304757 | PA      | $282392.23    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       127786 | PA      | $118607.88    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        48474 | PA      | $39948.33     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        98554 | PA      | $81166.26     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       124168 | PA      | $102440.74    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        19258 | PA      | $15963.07     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        36472 | PA      | $32545.96     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       307496 | PA      | $253690.58    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       220359 | PA      | $182016.33    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26283 | PA      | $25705.19     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       115379 | PA      | $107801.85    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3105 | PA      | $3007.93      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37143 | PA      | $36326.15     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        28159 | PA      | $26857.62     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        28143 | PA      | $26847.93     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        21567 | PA      | $20436.05     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       136044 | PA      | $131477.76    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        91530 | PA      | $87982.47     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        43371 | PA      | $42440.32     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23054 | PA      | $22397.84     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        74632 | PA      | $68413.67     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        42165 | PA      | $41059.40     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22394 | PA      | $21668.25     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37069 | PA      | $35656.69     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27311 | PA      | $22503.81     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       145658 | PA      | $119684.45    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        67659 | PA      | $62940.40     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       254118 | PA      | $250415.58    | 0.03%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1704007 | PA      | $1705225.02   | 0.19%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70207 | PA      | $72603.92     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       234191 | PA      | $180698.11    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       104618 | PA      | $94589.54     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        58185 | PA      | $48140.36     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       222444 | PA      | $183889.53    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       105864 | PA      | $87483.50     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       141761 | PA      | $127798.61    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44023 | PA      | $37922.89     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       470067 | PA      | $420880.67    | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       209382 | PA      | $170732.39    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        91883 | PA      | $74621.16     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       146684 | PA      | $124709.48    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        16539 | PA      | $16213.11     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20996 | PA      | $20576.25     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3132E02Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       201812 | PA      | $195121.19    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4537 | PA      | $4355.71      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1935 | PA      | $1845.92      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2935 | PA      | $2808.84      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1266 | PA      | $1199.68      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132JNVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1119 | PA      | $1110.27      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        38364 | PA      | $35136.02     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2149 | PA      | $2024.41      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132QTHA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4130 | PA      | $4082.17      | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          675 | PA      | $658.25       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          666 | PA      | $648.31       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6351 | PA      | $5786.91      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3179 | PA      | $2917.14      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3301 | PA      | $3023.71      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1600 | PA      | $1470.31      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        72784 | PA      | $72427.58     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1730 | PA      | $1631.85      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3151 | PA      | $2989.72      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335AGZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7789 | PA      | $8018.48      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335ARP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        11406 | PA      | $11736.84     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5577 | PA      | $5082.35      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4159 | PA      | $4072.32      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7152 | PA      | $6751.29      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        22099 | PA      | $22032.81     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        31943 | PA      | $29586.07     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        13979 | PA      | $13319.20     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                            | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        19429 | PA      | $19781.20     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        44623 | PA      | $41783.90     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        55483 | PA      | $47859.31     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23525 | PA      | $21403.06     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37954 | PA      | $31342.96     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133AXTG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1104277 | PA      | $853949.39    | 0.09%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       147969 | PA      | $122191.22    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        31666 | PA      | $31028.07     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        92516 | PA      | $71801.13     | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       503287 | PA      | $454666.73    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        83402 | PA      | $75026.94     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       377536 | PA      | $326953.78    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       195133 | PA      | $175049.57    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       419807 | PA      | $343173.20    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       185167 | PA      | $159968.48    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       267755 | PA      | $232257.60    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        54246 | PA      | $44407.14     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        95404 | PA      | $93506.47     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27097 | PA      | $28071.30     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KRMR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       509652 | PA      | $512982.70    | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        78253 | PA      | $67918.49     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                          | Freddie Mac Strips                                                               | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       738844 | PA      | $741493.53    | 0.08%             | 2054-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       436185 | PA      | $437407.15    | 0.05%             | 2053-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       459698 | PA      | $460865.30    | 0.05%             | 2054-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       980100 | PA      | $982584.02    | 0.11%             | 2054-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       941736 | PA      | $944232.42    | 0.10%             | 2054-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1135007 | PA      | $1136215.97   | 0.13%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       332852 | PA      | $333787.96    | 0.04%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       272190 | PA      | $274243.04    | 0.03%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       477215 | PA      | $480940.33    | 0.05%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       325924 | PA      | $327971.41    | 0.04%             | 2055-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       286114 | PA      | $288168.52    | 0.03%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       178372 | PA      | $179623.00    | 0.02%             | 2055-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1526671 | PA      | $1534047.27   | 0.17%             | 2055-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2011058 | PA      | $2022982.77   | 0.22%             | 2054-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213364 | PA      | $215328.96    | 0.02%             | 2055-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3965266 | PA      | $154496.28    | 0.02%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13031401 | PA      | $257048.30    | 0.03%             | 2029-05-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       362159 | PA      | $363786.55    | 0.04%             | 2054-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       807538 | PA      | $810450.71    | 0.09%             | 2054-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1752396 | PA      | $1754778.47   | 0.19%             | 2054-10-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       201672 | PA      | $202084.62    | 0.02%             | 2054-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1667105 | PA      | $1671796.58   | 0.19%             | 2054-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       335067 | PA      | $335772.76    | 0.04%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       575447 | PA      | $576545.01    | 0.06%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       411320 | PA      | $412195.54    | 0.05%             | 2054-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       380353 | PA      | $384105.32    | 0.04%             | 2054-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       238376 | PA      | $240220.94    | 0.03%             | 2054-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       292944 | PA      | $295097.39    | 0.03%             | 2054-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       284959 | PA      | $287141.18    | 0.03%             | 2055-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       322997 | PA      | $326452.34    | 0.04%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       234311 | PA      | $236278.81    | 0.03%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       317489 | PA      | $320694.92    | 0.04%             | 2055-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       588109 | PA      | $592828.37    | 0.07%             | 2055-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                               | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       261312 | PA      | $263381.82    | 0.03%             | 2055-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          562 | PA      | $538.36       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          291 | PA      | $278.74       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EHWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42460 | PA      | $43653.44     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          896 | PA      | $874.17       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EPMW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49672 | PA      | $51079.38     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EPTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28703 | PA      | $26471.71     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          202 | PA      | $197.30       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3494 | PA      | $3206.27      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11062 | PA      | $10067.89     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18335 | PA      | $16738.40     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          577 | PA      | $545.91       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13823 | PA      | $12581.45     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERLF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19333 | PA      | $17650.10     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12948 | PA      | $12707.69     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2243 | PA      | $2203.79      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          957 | PA      | $940.39       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1068 | PA      | $1023.13      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1014 | PA      | $991.40       | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          206 | PA      | $197.57       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5006 | PA      | $4895.63      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          206 | PA      | $196.49       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          747 | PA      | $712.17       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          510 | PA      | $503.98       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2685 | PA      | $2643.04      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1662 | PA      | $1637.81      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          301 | PA      | $293.84       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          414 | PA      | $404.04       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1941 | PA      | $1891.01      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          364 | PA      | $354.38       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38846 | PA      | $35536.63     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6099 | PA      | $5910.92      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2850 | PA      | $2763.35      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1448 | PA      | $1320.65      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6678 | PA      | $6127.31      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4856 | PA      | $4709.11      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4459 | PA      | $4323.98      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21953 | PA      | $20143.69     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJ4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11394 | PA      | $10401.86     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9168 | PA      | $8344.36      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9496 | PA      | $9198.20      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6228 | PA      | $6036.11      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13299 | PA      | $12878.67     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7413 | PA      | $7177.94      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4035 | PA      | $3909.48      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3014 | PA      | $2922.32      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5981 | PA      | $5727.80      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          321 | PA      | $307.00       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4387 | PA      | $4176.86      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1728 | PA      | $1643.24      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32791 | PA      | $31703.75     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35117 | PA      | $32124.93     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5721 | PA      | $5458.01      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16243 | PA      | $14859.23     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2287 | PA      | $2212.80      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2321 | PA      | $2244.89      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4340 | PA      | $4190.05      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4829 | PA      | $4668.38      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6062 | PA      | $5850.39      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24788 | PA      | $24216.89     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          482 | PA      | $474.40       | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2391 | PA      | $2359.52      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XY5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15097 | PA      | $14944.66     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5157 | PA      | $4960.86      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138Y8EH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2467 | PA      | $2420.80      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3138YKYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10132 | PA      | $9835.06      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          835 | PA      | $805.22       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          442 | PA      | $425.98       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1033 | PA      | $1000.25      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          323 | PA      | $312.85       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1879 | PA      | $1798.81      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FCTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5308 | PA      | $4846.20      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2032 | PA      | $1858.95      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          829 | PA      | $757.01       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2136 | PA      | $1950.18      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1120 | PA      | $1015.75      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9714 | PA      | $9273.36      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17324 | PA      | $17924.04     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28814 | PA      | $27858.71     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23458 | PA      | $22689.62     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10672 | PA      | $10315.49     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13878 | PA      | $13783.42     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115829 | PA      | $108874.18    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       123787 | PA      | $116217.21    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2106 | PA      | $2097.13      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6442 | PA      | $6451.95      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2131 | PA      | $2120.54      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11036 | PA      | $11188.35     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18186 | PA      | $18212.02     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          490 | PA      | $474.30       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4081 | PA      | $3891.40      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9367 | PA      | $8862.89      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1385 | PA      | $1365.17      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8610 | PA      | $8323.90      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22978 | PA      | $23001.56     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          314 | PA      | $304.65       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3686 | PA      | $3611.96      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14201 | PA      | $13754.69     | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32415 | PA      | $29973.10     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5738 | PA      | $5494.96      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15092 | PA      | $14417.00     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7R56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8446 | PA      | $8242.52      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3737 | PA      | $3670.79      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          768 | PA      | $754.52       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3864 | PA      | $3955.76      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24640 | PA      | $23994.07     | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13785 | PA      | $13799.15     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20501 | PA      | $20836.83     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        93285 | PA      | $94686.29     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       127656 | PA      | $105303.71    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        71380 | PA      | $59003.99     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140JV6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25785 | PA      | $25535.83     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38805 | PA      | $33494.31     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       336117 | PA      | $273286.17    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35109 | PA      | $30304.38     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89977 | PA      | $74180.98     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41877 | PA      | $36145.50     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25364 | PA      | $21892.90     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23021 | PA      | $19870.32     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12554 | PA      | $10831.55     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12385 | PA      | $10689.68     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140M2SS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       263272 | PA      | $228969.08    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        87793 | PA      | $82231.20     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       144927 | PA      | $144161.03    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q83T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49946 | PA      | $49578.75     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q8AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4976 | PA      | $4858.27      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18697 | PA      | $18571.77     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6684 | PA      | $6691.30      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9U84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4160 | PA      | $4164.22      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9Y23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5161 | PA      | $5165.93      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5733 | PA      | $5738.80      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Q9ZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3776 | PA      | $3779.78      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74501 | PA      | $71933.61     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18596 | PA      | $17792.36     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       319700 | PA      | $276057.00    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       306079 | PA      | $264144.90    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320693 | PA      | $276756.44    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       332019 | PA      | $286776.89    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       102615 | PA      | $88657.88     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        90055 | PA      | $84108.04     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28308 | PA      | $27427.61     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26984 | PA      | $26090.44     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       228926 | PA      | $198972.81    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252491 | PA      | $239923.06    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63977 | PA      | $61859.08     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26860 | PA      | $25970.60     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58489 | PA      | $50568.93     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       225766 | PA      | $194867.81    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       414514 | PA      | $361122.35    | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       392386 | PA      | $339162.89    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12317 | PA      | $11937.24     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25057 | PA      | $24225.41     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18776 | PA      | $18197.60     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31059 | PA      | $30157.27     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60650 | PA      | $52263.77     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10028 | PA      | $8948.34      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89955 | PA      | $77637.85     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       284599 | PA      | $234684.41    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       136326 | PA      | $112686.80    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       306382 | PA      | $275641.29    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68942 | PA      | $59331.67     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130579 | PA      | $117499.72    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67218 | PA      | $58237.70     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       239461 | PA      | $206760.42    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        84672 | PA      | $69918.05     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        43403 | PA      | $37768.40     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274515 | PA      | $226065.92    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74111 | PA      | $69648.07     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122757 | PA      | $127173.88    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15846 | PA      | $14860.89     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        52512 | PA      | $49130.62     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63681 | PA      | $59322.59     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        80862 | PA      | $75182.36     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103757 | PA      | $107490.61    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        75972 | PA      | $78704.97     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       250135 | PA      | $259135.62    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       695039 | PA      | $723071.21    | 0.08%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       155168 | PA      | $160161.75    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       410446 | PA      | $427119.63    | 0.05%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1513147 | PA      | $1248369.35   | 0.14%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233453 | PA      | $224780.26    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252631 | PA      | $227631.79    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13294 | PA      | $12716.37     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2757 | PA      | $2621.98      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44514 | PA      | $43038.79     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58237 | PA      | $48154.74     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89595 | PA      | $84321.27     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196619 | PA      | $162239.45    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       136640 | PA      | $112916.37    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81804 | PA      | $67436.39     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       106942 | PA      | $92833.75     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       271414 | PA      | $234287.81    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       333160 | PA      | $286688.99    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       192203 | PA      | $157903.01    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       186066 | PA      | $152994.97    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       287665 | PA      | $242672.69    | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115995 | PA      | $100470.90    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       216604 | PA      | $179180.52    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32521 | PA      | $27084.77     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32925 | PA      | $27241.24     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       168514 | PA      | $156094.59    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95515 | PA      | $77362.46     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        96945 | PA      | $87320.90     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       155026 | PA      | $138687.30    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101487 | PA      | $95179.72     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        92381 | PA      | $93150.90     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKTS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       249164 | PA      | $239739.65    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       579032 | PA      | $592521.47    | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       168437 | PA      | $171074.38    | 0.02%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       146106 | PA      | $149490.18    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140XTCM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       170138 | PA      | $164496.86    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51752 | PA      | $53302.59     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          877 | PA      | $888.96       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4581 | PA      | $4551.38      | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24213 | PA      | $23680.24     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          908 | PA      | $897.58       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          780 | PA      | $768.65       | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31417GHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        86368 | PA      | $79841.82     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19160 | PA      | $19009.76     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1124 | PA      | $1076.74      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1639 | PA      | $1568.38      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       117322 | PA      | $113863.20    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41619 | PA      | $40230.19     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       256274 | PA      | $239997.01    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       156206 | PA      | $146826.78    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        51811 | PA      | $50074.31     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        76581 | PA      | $76061.40     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9374 | PA      | $9524.10      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35815 | PA      | $29075.24     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128790 | PA      | $127332.36    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       142384 | PA      | $116391.47    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       254858 | PA      | $208067.65    | 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        |       212002 | PA      | $163578.62    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       311732 | PA      | $288754.18    | 0.03%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       822364 | PA      | $693467.48    | 0.08%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69990 | PA      | $60746.57     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17461 | PA      | $17117.27     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       120196 | PA      | $117768.21    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2350046 | PA      | $2390912.95   | 0.27%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                  | CUSIP: 31419AA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3829 | PA      | $3965.81      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        62430 | PA      | $64560.23     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27676 | PA      | $25216.95     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       730515 | PA      | $760052.91    | 0.08%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       216910 | PA      | $223281.27    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        50777 | PA      | $52400.85     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       103418 | PA      | $106850.76    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GRDF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122083 | PA      | $124126.66    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        47808 | PA      | $49346.66     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        57211 | PA      | $59006.69     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        96955 | PA      | $100122.24    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        61634 | PA      | $63678.72     | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                 | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       131587 | PA      | $135952.23    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                    | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        51000 | PA      | $48489.52     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                               | FIGRE Trust 2025-HE3                                                             | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1769231 | PA      | $1787880.95   | 0.20%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |        49000 | PA      | $66792.28     | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       309000 | PA      | $262473.17    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                             | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |        72000 | PA      | $74894.52     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                   | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        27000 | PA      | $28209.06     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                          | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAW4<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $699408.92    | 0.08%             | 2036-04-17      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                  | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       913000 | PA      | $581923.87    | 0.06%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                              | FLOURISHING TRADE + INVT LTD                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      1185989 | PA      | $1227498.62   | 0.14%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                  | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |        26000 | PA      | $26731.08     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                           | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410000 | PA      | $410896.79    | 0.05%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                           | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410000 | PA      | $412286.57    | 0.05%             | 2039-12-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       210000 | PA      | $211828.56    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       340000 | PA      | $341847.29    | 0.04%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199727.72    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |        68000 | PA      | $71609.98     | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        84702 | PA      | $84972.15     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |        78376 | PA      | $74466.09     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       196863 | PA      | $205436.12    | 0.02%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       376379 | PA      | $377379.73    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                  | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       270000 | PA      | $270406.00    | 0.03%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104884.80    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        29000 | PA      | $31147.65     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                      | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |          997 | NS      | $50637.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULL HOUSE RESORTS INC                                    | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |        50000 | PA      | $43437.50     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                         | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105180.30    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $98639.92     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                          | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |        78000 | PA      | $80900.51     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3951 | PA      | $3840.46      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33707 | PA      | $31639.87     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        17881 | PA      | $18332.62     | 0.00%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       217578 | PA      | $202707.06    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8495 | PA      | $7918.03      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        15713 | PA      | $15147.43     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        87508 | PA      | $81526.74     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76808 | PA      | $71541.78     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34913 | PA      | $32300.34     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37773 | PA      | $35167.23     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        21561 | PA      | $19935.56     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4541 | PA      | $4212.40      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12807 | PA      | $11940.76     | 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        |        19861 | PA      | $19142.05     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28088 | PA      | $26089.42     | 0.00%             | 2047-07-20      | 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        |        21911 | PA      | $21097.85     | 0.00%             | 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        |        17138 | PA      | $15969.79     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10959 | PA      | $10550.76     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28936 | PA      | $26845.66     | 0.00%             | 2048-03-20      | 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        |        39368 | PA      | $38996.18     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        59454 | PA      | $53631.22     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        23209 | PA      | $22940.17     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        32387 | PA      | $31002.76     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       650108 | PA      | $538810.90    | 0.06%             | 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        |       232776 | PA      | $209695.51    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10935 | PA      | $10810.90     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116376 | PA      | $96418.96     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       347544 | PA      | $320112.15    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       645545 | PA      | $557158.55    | 0.06%             | 2051-04-20      | 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        |       163877 | PA      | $147439.55    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       331400 | PA      | $286008.96    | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       460482 | PA      | $397764.09    | 0.04%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       106651 | PA      | $98068.46     | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        21756 | PA      | $20092.36     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       499776 | PA      | $476037.04    | 0.05%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8472 | PA      | $8418.89      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617AXW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4379 | PA      | $4193.24      | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617B9SG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12376 | PA      | $11828.36     | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11010 | PA      | $10856.00     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BJRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24008 | PA      | $22998.74     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BTEQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38098 | PA      | $36495.52     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BTER9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9528 | PA      | $9112.97      | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BTGM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25533 | PA      | $24412.39     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BUEB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13384 | PA      | $12821.46     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BUEC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28786 | PA      | $27575.43     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3617BYFD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26516 | PA      | $25391.11     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2792 | PA      | $2605.29      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1556 | PA      | $1435.73      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2013 | PA      | $1855.44      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1551 | PA      | $1427.32      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3993 | PA      | $3670.68      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2433 | PA      | $2234.81      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11148 | PA      | $11026.36     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        12768 | PA      | $12629.45     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8875 | PA      | $8792.25      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3652 | PA      | $3553.48      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28650 | PA      | $28010.86     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1893 | PA      | $1771.15      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                                | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8682 | PA      | $8002.88      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1103062.84   | 0.12%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3405817 | PA      | $208400.90    | 0.02%             | 2053-12-12      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2021-ROSS                                      | CUSIP: 36264YAA8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $95006.12     | 0.01%             | 2026-05-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1507421.25   | 0.17%             | 2028-03-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAE1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      1370000 | PA      | $1372873.71   | 0.15%             | 2038-09-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $421664.46    | 0.05%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                              | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAL7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $249755.14    | 0.03%             | 2041-08-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |       409642 | PA      | $410867.17    | 0.05%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                               | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |        80000 | PA      | $73944.22     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                      | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |        94000 | PA      | $95534.46     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                      | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101861.30    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                            | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |          188 | NS      | $122871.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                       | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |          770 | NS      | $237183.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                       | General Electric Co                                                              | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       586000 | PA      | $584052.00    | 0.06%             | 2037-05-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       307000 | PA      | $318802.65    | 0.04%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $62286.12     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       175851 | PA      | $160504.34    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       937000 | PA      | $593026.65    | 0.07%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |           51 | NS      | $44829.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       597000 | PA      | $619612.12    | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1987000 | PA      | $2052267.84   | 0.23%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       410000 | PA      | $410853.03    | 0.05%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1482000 | PA      | $1365256.29   | 0.15%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust               | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                            | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       272357 | PA      | $272133.64    | 0.03%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                    | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |      3095000 | PA      | $3083858.00   | 0.34%             | 2030-09-12      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust               | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                            | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        38793 | PA      | $39786.36     | 0.00%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                           | Golub Capital Partners CLO 50B-R Ltd                                             | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |       405000 | PA      | $405425.05    | 0.05%             | 2035-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       509364 | PA      | $515917.72    | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust          | GoodLeap Sustainable Home Solutions Trust 2021-3                                 | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       198560 | PA      | $161442.04    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       433638 | PA      | $439721.20    | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        19645 | PA      | $19925.74     | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       835222 | PA      | $844065.19    | 0.09%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       277682 | PA      | $279835.83    | 0.03%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       165000 | PA      | $156287.69    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                         | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       343814 | PA      | $344596.30    | 0.04%             | 2054-03-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                         | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       539906 | PA      | $541409.84    | 0.06%             | 2054-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       276663 | PA      | $277867.67    | 0.03%             | 2055-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                        | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        92832 | PA      | $92920.11     | 0.01%             | 2027-03-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                        | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       306000 | PA      | $306231.00    | 0.03%             | 2028-03-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                    | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |       212000 | PA      | $147340.00    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                   | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1118008.00   | 0.12%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |        60000 | PA      | $62266.10     | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                          | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1101698.40   | 0.12%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       233184 | PA      | $238986.08    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                    | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |        69000 | PA      | $71000.52     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                           | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      1930000 | PA      | $1924850.76   | 0.21%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       205000 | PA      | $220122.85    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                       | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       695000 | PA      | $686341.48    | 0.08%             | 2036-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $753712.35    | 0.08%             | 2037-05-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       292000 | PA      | $289257.11    | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       479000 | PA      | $488167.61    | 0.05%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                             | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $773779.58    | 0.09%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HIH Trust                                                 | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108378 | PA      | $108647.50    | 0.01%             | 2041-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                 | HIH Trust 2024-61P                                                               | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       413807 | PA      | $415479.44    | 0.05%             | 2041-10-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited           | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2073655 | PA      | $2093574.02   | 0.23%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                       | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |        17084 | NS      | $118052.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                           | Hamlin Park CLO Ltd                                                              | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3012426.00   | 0.33%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                    | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |        97000 | PA      | $98450.34     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                         | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       147000 | PA      | $154706.98    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                  | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       113000 | PA      | $115121.46    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        94000 | PA      | $89359.35     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       111000 | PA      | $104008.20    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        20000 | PA      | $18565.60     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       145000 | PA      | $149173.97    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                  | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        99000 | PA      | $96161.46     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                  | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         2000 | PA      | $1867.04      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       742000 | PA      | $709128.24    | 0.08%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited           | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1783806 | PA      | $1779928.33   | 0.20%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited           | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       591513 | PA      | $590280.77    | 0.07%             | 2068-01-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       100000 | PA      | $86677.60     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HR OTTAWA LP                                              | HR Ottawa LP                                                                     | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1905593 | PA      | $2095780.99   | 0.23%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                     | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       200000 | PA      | $209985.02    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |        44000 | PA      | $43201.30     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       185000 | PA      | $191268.67    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                   | Kestrel Acquisition LLC 2025 Term Loan                                           | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |       203490 | PA      | $203490.00    | 0.02%             | 2031-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       132344 | PA      | $132707.71    | 0.01%             | 2032-05-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                              | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       229939 | PA      | $230639.09    | 0.03%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                  | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84264.88     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | Hyundai Capital America                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       500000 | PA      | $503604.05    | 0.06%             | 2030-03-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                           | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $198584.00    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                         | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $173736.14    | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       203000 | PA      | $202884.57    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                               | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       940000 | PA      | $932966.92    | 0.10%             | 2041-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                    | ITG Communications LLC Term Loan B                                               | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |       457000 | PA      | $441005.00    | 0.05%             | 2031-07-09      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                          | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |        11000 | PA      | $10556.17     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96311.00     | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                  | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |        75000 | PA      | $65625.00     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       219000 | PA      | $207820.45    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |        57000 | PA      | $56620.38     | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       251000 | PA      | $178609.93    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        83000 | PA      | $84567.34     | 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        |        81000 | PA      | $77798.61     | 0.01%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                       | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |        46000 | PA      | $43014.80     | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                      | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       148000 | PA      | $145711.98    | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       100000 | PA      | $98427.25     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |        70000 | PA      | $71904.77     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                   | iShares MSCI Brazil ETF                                                          | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |         4886 | NS      | $155228.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                               | iShares China Large-Cap ETF                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |         9138 | NS      | $349894.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF       | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |       107700 | NS      | $11867463.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF         | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |        17814 | NS      | $1715131.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF             | iShares iBoxx $ High Yield Corporate Bond ETF                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |       148750 | NS      | $11993712.50  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust ETF                                 | iShares Bitcoin Trust ETF                                                        | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |        38295 | NS      | $1901346.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF                                | iShares Ethereum Trust ETF                                                       | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |        16400 | NS      | $367852.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $254899.63    | 0.03%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       370000 | PA      | $371003.28    | 0.04%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      1303100 | PA      | $1307559.86   | 0.15%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       745000 | PA      | $744996.13    | 0.08%             | 2038-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Trust                         | JP Morgan Seasoned Mortgage Trust 2014-1                                         | CUSIP: 46643VAN7<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |      1415036 | PA      | $1357398.55   | 0.15%             | 2033-05-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       450000 | PA      | $443819.84    | 0.05%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                     | Jack Ohio Finance LLC 2025 Term Loan B                                           | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |        63520 | PA      | $63154.76     | 0.01%             | 2032-02-02      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        47000 | PA      | $44338.11     | 0.00%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1241000 | PA      | $879801.84    | 0.10%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        55000 | PA      | $58145.67     | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2622490.18   | 0.29%             | 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        |        71000 | PA      | $73445.87     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust             | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                  | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $524994.00    | 0.06%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       814000 | PA      | $815257.79    | 0.09%             | 2039-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                    | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       375000 | PA      | $375936.41    | 0.04%             | 2039-06-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       116000 | PA      | $121888.89    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                  | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $192553.90    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                  | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        18000 | PA      | $18930.73     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       100000 | PA      | $100746.12    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                   | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57565 | PA      | $51641.20     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                  | KLA Corp                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          100 | NS      | $121508.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                  | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       214000 | PA      | $198624.86    | 0.02%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                  | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        53000 | PA      | $55634.04     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                  | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       200000 | PA      | $202198.66    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | N/A              | DE               |  | VE        |         3000 | NS      | $4500.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                        | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       115000 | PA      | $101156.97    | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                               | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155345 | PA      | $155296.67    | 0.02%             | 2039-12-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                             | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       131000 | PA      | $136641.91    | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                             | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       304000 | PA      | $290585.12    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                  | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |        55000 | PA      | $58173.14     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |       141000 | PA      | $149495.67    | 0.02%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                         | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         1414 | NS      | $242048.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                          | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       113000 | PA      | $112803.84    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                          | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39411.36     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Latch Inc                                                 | Latch Inc                                                                        | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |        12334 | NS      | $1.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100464.79    | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101438.17    | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                    | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       316000 | PA      | $319544.10    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LESSEN INC                                                | LESSEN INC                                                                       | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       791912 | PA      | $616186.73    | 0.07%             | 2028-01-05      | Variable      | 12.80%                | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       118364 | PA      | $121119.28    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10305.72     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                   | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        90000 | PA      | $93899.70     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |        74000 | PA      | $81150.98     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |           82 | NS      | $88123.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                   | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       208000 | PA      | $195718.23    | 0.02%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96108.26     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                  | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |        50000 | PA      | $50101.85     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                   | Loanpal Solar Loan 2020-2 Ltd                                                    | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        66542 | PA      | $56686.91     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                    | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        16582 | NS      | $128842.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                           | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |       388431 | PA      | $393038.05    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                           | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |       262104 | PA      | $264288.52    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                        | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       604269 | PA      | $601128.45    | 0.07%             | 2037-02-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                        | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       542344 | PA      | $543356.25    | 0.06%             | 2041-12-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |      1386782 | PA      | $1398423.06   | 0.16%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                         | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       200263 | PA      | $175480.68    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                     | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760000 | PA      | $757671.13    | 0.08%             | 2038-07-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MCM TR 2021 VFN1                                          | MCM TR 2021 VFN1                                                                 | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1036798 | PA      | $994137.48    | 0.11%             | 2059-01-01      | Variable      | 2.50%                 | No            |                  3 | On Loan: No      |
| M/I Homes Inc                                             | M/I Homes Inc                                                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |          731 | NS      | $93531.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       475000 | PA      | $471804.20    | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96779.99     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                              | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98166.00     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority          | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       170000 | PA      | $178334.42    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       469000 | PA      | $474957.14    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       172000 | PA      | $174275.20    | 0.02%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       241000 | PA      | $244209.16    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                            | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102397.35    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                    | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |        56000 | PA      | $53004.63     | 0.01%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |        93000 | PA      | $92266.26     | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       431000 | PA      | $413760.00    | 0.05%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                       | Maverick Gaming LLC 2024 Second Out Term Loan                                    | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       118770 | PA      | $65323.36     | 0.01%             | 2028-06-05      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                               | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       155000 | PA      | $135172.02    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       149000 | PA      | $109647.23    | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                  | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       136000 | PA      | $137104.89    | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                     | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |        80000 | PA      | $84404.56     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                        | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       160000 | PA      | $162132.43    | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                        | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       235000 | PA      | $238228.38    | 0.03%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                  | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       104000 | PA      | $108485.52    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                            | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                           | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |        74000 | PA      | $15022.00     | 0.00%             | 2029-11-01      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                  | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $142621.79    | 0.02%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                     | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $210000.00    | 0.02%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                       | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |         2317 | NS      | $152458.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                            | Microsoft Corp                                                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       408000 | PA      | $247132.50    | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                     | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         1079 | NS      | $307957.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                     | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       120000 | PA      | $124792.58    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                     | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       112000 | PA      | $117544.04    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1000000 | PA      | $1019344.01   | 0.11%             | 2036-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        94000 | PA      | $99329.14     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92789.11     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2018-MP                                           | CUSIP: 61691DAA5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $929288.90    | 0.10%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAQ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       260000 | PA      | $247571.97    | 0.03%             | 2034-11-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAB7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       668554 | PA      | $657847.33    | 0.07%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1514000 | PA      | $1558755.81   | 0.17%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2362000 | PA      | $2421725.74   | 0.27%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2247000 | PA      | $2291506.40   | 0.25%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       556000 | PA      | $573275.99    | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1524250 | PA      | $1541678.46   | 0.17%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM4                         | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1228765 | PA      | $1238312.14   | 0.14%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                    | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190780 | PA      | $191913.61    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                       | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       192000 | PA      | $187451.34    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |       300000 | PA      | $304125.00    | 0.03%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                       | Muthoot Finance Ltd                                                              | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1235000 | PA      | $1255454.69   | 0.14%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       100000 | PA      | $102392.24    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       910000 | PA      | $913276.64    | 0.10%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       593000 | PA      | $598945.66    | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                            | NRG Energy Inc                                                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |          850 | NS      | $135354.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |        40000 | PA      | $39823.41     | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199020.95    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                 | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       140000 | PA      | $140407.18    | 0.02%             | 2029-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                           | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |        49981 | PA      | $32862.57     | 0.00%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                  | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       200000 | PA      | $213125.00    | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                            | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |        21000 | PA      | $22792.90     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       319742 | PA      | $322291.41    | 0.04%             | 2068-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       126968 | PA      | $125674.44    | 0.01%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Student Loan Trust                                                       | CUSIP: 63942TAA3<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |        87398 | PA      | $90448.55     | 0.01%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |       125686 | PA      | $126800.12    | 0.01%             | 2072-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       485051 | PA      | $497036.65    | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       977818 | PA      | $984363.78    | 0.11%             | 2055-05-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       864000 | PA      | $862467.70    | 0.10%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       541628 | PA      | $539609.45    | 0.06%             | 2057-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |        82713 | PA      | $83809.61     | 0.01%             | 2053-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $631981.00    | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAD3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $87277.39     | 0.01%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       136000 | PA      | $122139.45    | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      1530000 | PA      | $1540685.09   | 0.17%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                          | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |        89480 | PA      | $78039.31     | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         1241 | NS      | $116356.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                          | Flagstar Bank NA                                                                 | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |        61137 | NS      | $769714.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |        16000 | PA      | $15941.74     | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                         | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97656.16     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       511000 | PA      | $532206.26    | 0.06%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                    | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102461.10    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |         7500 | NS      | $91655.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $215162.50    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $214750.00    | 0.02%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $188500.14    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        47000 | PA      | $47132.45     | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                      | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $103891.37    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                    | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |        83000 | PA      | $80813.32     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                           | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |        94000 | PA      | $95400.22     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                       | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       158000 | PA      | $158966.49    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22786.58     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                              | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103835.10    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         1353 | NS      | $252334.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       202000 | PA      | $217846.90    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       200000 | PA      | $220996.00    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                 | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       220000 | PA      | $220340.58    | 0.02%             | 2039-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       604000 | PA      | $599103.92    | 0.07%             | 2042-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                    | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       540000 | PA      | $541679.62    | 0.06%             | 2040-10-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                     | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |       126704 | PA      | $126706.86    | 0.01%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                    | Offerpad Solutions Inc                                                           | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |         8529 | NS      | $119.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                                  | OHA Credit Funding 12-R Ltd                                                      | CUSIP: 676916AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002832.20   | 0.11%             | 2037-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                  | OHA Credit Funding 20 Ltd                                                        | CUSIP: 67706LAA7<br>LEI: 254900K91AEUSA2ZSL12 | Long             | ABS-CBDO         | CORP              | KY        |      1030000 | PA      | $1028483.63   | 0.11%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                           | OH Partners LLC Term Loan                                                        | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |       194512 | PA      | $194026.22    | 0.02%             | 2032-11-12      | Floating      | 6.47%                 | No            |                  3 | On Loan: No      |
| Olympic Tower Mortgage Trust                              | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       130000 | PA      | $118507.84    | 0.01%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                              | Olympic Tower 2017-OT Mortgage Trust                                             | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       160000 | PA      | $140499.47    | 0.02%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       201000 | PA      | $195113.72    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                               | ONE Gas Inc                                                                      | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |        35000 | PA      | $32014.52     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                    | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $783313.76    | 0.09%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        84000 | PA      | $80001.95     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       100000 | PA      | $102658.16    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                        | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       270000 | PA      | $252037.28    | 0.03%             | 2036-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       189000 | PA      | $189621.11    | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       552000 | PA      | $571881.11    | 0.06%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       760314 | PA      | $798784.20    | 0.09%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $601866.66    | 0.07%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                | 1345T 2025-AOA                                                                   | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       330000 | PA      | $330786.46    | 0.04%             | 2042-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                            | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $94903.02     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       399000 | PA      | $243808.30    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        76000 | PA      | $75097.49     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       721000 | PA      | $583126.26    | 0.06%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                            | Orion CLO 2025-5 Ltd                                                             | CUSIP: 68627CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500149.60    | 0.06%             | 2038-07-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                              | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       217000 | PA      | $86341.09     | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                  | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        83000 | PA      | $81020.26     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |        12000 | PA      | $12249.32     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                            | PAI Holdco Inc 2020 Term Loan B                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |       232189 | PA      | $201887.91    | 0.02%             | 2027-10-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                            | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       290000 | PA      | $238881.79    | 0.03%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                            | PECO Energy Co                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       169000 | PA      | $159752.82    | 0.02%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                 | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |        27000 | PA      | $28120.26     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       241000 | PA      | $249279.01    | 0.03%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust             | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $750232.13    | 0.08%             | 2039-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                            | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279000 | PA      | $285793.09    | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM 2023-AFC2 Trust                                                            | CUSIP: 693964AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       430082 | PA      | $430692.15    | 0.05%             | 2058-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                               | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       371957 | PA      | $371351.13    | 0.04%             | 2058-02-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       395000 | PA      | $266348.96    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       306000 | PA      | $293272.03    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                             | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       100000 | PA      | $100100.00    | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                     | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $103624.80    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                         | Park Blue CLO 2022-II Ltd                                                        | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007374.00   | 0.22%             | 2037-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |       166000 | PA      | $162096.16    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |        76000 | PA      | $78005.64     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                       | Peninsula Pacific Entertainment LLC 2025 Term Loan B                             | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |       336856 | PA      | $337698.61    | 0.04%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105122.90    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104233.64    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        11000 | PA      | $10180.50     | 0.00%             | 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        |        18000 | PA      | $14872.50     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1246000 | PA      | $403983.37    | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4699000 | PA      | $1505791.76   | 0.17%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       500000 | PA      | $426875.00    | 0.05%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       500000 | PA      | $370675.00    | 0.04%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |        58000 | PA      | $57833.54     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                  | Petrobras Global Finance BV                                                      | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |        32000 | PA      | $32313.28     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       432000 | PA      | $346861.44    | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       587000 | PA      | $596333.30    | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       685000 | PA      | $663011.50    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       202722 | PA      | $217340.28    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       681000 | PA      | $631832.60    | 0.07%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                      | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       131000 | PA      | $121017.18    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                  | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |        50000 | PA      | $52992.50     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                               | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       271000 | PA      | $272980.31    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | 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        |         5000 | PA      | $5069.70      | 0.00%             | 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        |        23000 | PA      | $21947.90     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                      | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |       210000 | PA      | $210818.10    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post CLO LTD                                              | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008153.60   | 0.22%             | 2038-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                              | Post CLO VI Ltd                                                                  | CUSIP: 73742RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999464.60    | 0.11%             | 2038-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100999.99    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                       | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |        94000 | PA      | $87771.58     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD PARTNERSHIP                               | PRIME INVTS LTD PARTNERSHIP                                                      | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       929590 | PA      | $965658.09    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       446000 | PA      | $460420.67    | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                     | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |        57432 | PA      | $81048.62     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                               | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      1720891 | PA      | $1006721.40   | 0.11%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                     | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       998000 | PA      | $989194.45    | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                              | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       119000 | PA      | $100805.76    | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                     | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |        30000 | PA      | $31332.56     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        35000 | PA      | $33235.82     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |        87000 | PA      | $90556.56     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       740000 | PA      | $745514.85    | 0.08%             | 2043-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |       100000 | PA      | $99585.56     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |        85000 | PA      | $88152.26     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                      | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |       104000 | PA      | $103421.24    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       346000 | PA      | $355472.75    | 0.04%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       150000 | PA      | $159611.84    | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 18 Ltd                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1130000 | PA      | $1133070.21   | 0.13%             | 2037-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $205994.24    | 0.02%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                      | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       240000 | PA      | $244755.97    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                 | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999112.60   | 0.22%             | 2038-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                        | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100775.97    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                        | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41917 | PA      | $41858.97     | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                        | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       990000 | PA      | $932629.50    | 0.10%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       424000 | PA      | $432036.03    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       152000 | PA      | $155660.87    | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90383 | PA      | $90055.48     | 0.01%             | 2031-12-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $99216.61     | 0.01%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                           | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $798173.36    | 0.09%             | 2031-12-22      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     10734100 | PA      | $308754.82    | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                              | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |        21978 | PA      | $20549.43     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                  | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     24944000 | PA      | $658137.11    | 0.07%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                   | RESORT CMNTYS LOANCO LP                                                          | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2337056 | PA      | $2379356.71   | 0.26%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       126000 | PA      | $132551.85    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                    | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |        39725 | PA      | $39732.68     | 0.00%             | 2030-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        74000 | PA      | $77418.87     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        16000 | PA      | $16255.00     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        30000 | PA      | $30902.40     | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                      | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |        39000 | PA      | $38276.01     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                             | Sesac Finance LLC                                                                | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50108 | PA      | $50823.30     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                             | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       364000 | PA      | $361741.05    | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                             | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |        87027 | PA      | $51128.36     | 0.01%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                             | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |        13141 | PA      | $3235.97      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                   | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |        88000 | PA      | $87337.01     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                 | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $420874.44    | 0.05%             | 2041-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                 | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $423019.13    | 0.05%             | 2041-10-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        30000 | PA      | $30220.27     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       102000 | PA      | $100273.00    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Regional Banking ETF                | State Street SPDR S&P Regional Banking ETF                                       | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |         3159 | NS      | $204734.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                     | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |        23000 | PA      | $23020.77     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                                 | Digital Room Holdings Inc 2021 Term Loan                                         | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |       131862 | PA      | $129225.25    | 0.01%             | 2028-12-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                            | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |        52432 | PA      | $46140.06     | 0.01%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                            | SABRE GLBL INC 2025 TERM LOAN B1                                                 | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       118558 | PA      | $105516.58    | 0.01%             | 2029-07-30      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| SABRE GLBL INC                                            | SABRE GLBL INC 2025 11TH Amendment TERM LOAN B2                                  | CUSIP: 78571YBN9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |        36670 | PA      | $32636.33     | 0.00%             | 2029-07-30      | Floating      | 10.07%                | No            |                  3 | On Loan: No      |
| SAMARCO MINERACAO SA                                      | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       142526 | PA      | $144975.67    | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                 | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |      1143146 | PA      | $1144883.64   | 0.13%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      1225000 | PA      | $1218194.50   | 0.14%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                         | Palladyne AI Corp                                                                | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |        28519 | NS      | $1748.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                         | Palladyne AI Corp                                                                | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          305 | NS      | $1299.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $204250.00    | 0.02%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                      | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       200000 | PA      | $202500.00    | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                   | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |        31000 | PA      | $31839.05     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                     | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |        82000 | PA      | $77150.76     | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        43000 | PA      | $48817.09     | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                           | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |        10000 | PA      | $10065.76     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                       | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |        71000 | PA      | $69420.37     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                            | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       630000 | PA      | $630393.31    | 0.07%             | 2034-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                            | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       410000 | PA      | $411023.98    | 0.05%             | 2034-11-15      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |        75000 | PA      | $73252.49     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                    | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       123992 | PA      | $127059.64    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                    | Service Experts Issuer 2021-1 LLC                                                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82468 | PA      | $81282.49     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       486000 | PA      | $488621.97    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       392000 | PA      | $386689.52    | 0.04%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       222000 | PA      | $200611.68    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                      | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003627.00   | 0.11%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                  | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104443.00    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        78000 | PA      | $78189.94     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97756.61     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        35000 | PA      | $32232.68     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                | Sixth Street CLO XII Ltd                                                         | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       325000 | PA      | $325787.15    | 0.04%             | 2039-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |        28000 | PA      | $27825.35     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |        33000 | PA      | $31664.07     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                              | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |         8003 | NS      | $122766.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       656074 | PA      | $662116.81    | 0.07%             | 2056-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |       408000 | PA      | $419195.32    | 0.05%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       134881 | PA      | $134649.90    | 0.01%             | 2052-06-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                  | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |        34000 | PA      | $36367.52     | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                  | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        14000 | PA      | $14507.43     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       493363 | PA      | $495164.95    | 0.05%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                          | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101104.98    | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                    | SOFI PERS LN TR 2024 1                                                           | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10000 | PA      | $170542.20    | 0.02%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                  | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       114032 | PA      | $113230.63    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                         | Solaris Energy Infrastructure Inc                                                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |         7039 | NS      | $323582.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |       261000 | PA      | $520355.70    | 0.06%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                  | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |       841000 | PA      | $909331.25    | 0.10%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                            | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       130000 | PA      | $135263.98    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                            | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |        97000 | PA      | $97425.11     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                      | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |        56000 | PA      | $54085.70     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                  | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $104237.20    | 0.01%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                   | Spirit Airlines Pass Through Trust 2015-1A                                       | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |         7000 | PA      | $6714.31      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                  | Spirit Airlines Pass Through Trust 2017-1AA                                      | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        82242 | PA      | $77370.47     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                   | Spirit Airlines Pass Through Trust 2017-1A                                       | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       214909 | PA      | $197505.34    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102032.20    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       152000 | PA      | $155273.61    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $822452.00    | 0.09%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       111000 | PA      | $118460.10    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       121000 | PA      | $120407.34    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | 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        |       110000 | PA      | $113630.00    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                    | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $203881.20    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                  | Stem Inc                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |        27000 | PA      | $10530.00     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                        | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |        95000 | PA      | $99785.15     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                        | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       230670 | PA      | $235521.64    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                        | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       624000 | PA      | $625348.53    | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119845.15    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       135000 | PA      | $138682.13    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |        68000 | PA      | $66060.54     | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                       | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $205625.00    | 0.02%             | 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      | $200002.00    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        79000 | PA      | $82331.92     | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |        93000 | PA      | $94170.29     | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       162983 | PA      | $162978.21    | 0.02%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      3050000 | PA      | $3061336.85   | 0.34%             | 2038-01-05      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       414000 | PA      | $400216.24    | 0.04%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       973000 | PA      | $954654.13    | 0.11%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                      | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5068 | NS      | $159489.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                          | Symphony CLO 36 Ltd                                                              | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |         9124 | PA      | $9124.21      | 0.00%             | 2031-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105875.43    | 0.01%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        14000 | PA      | $14007.55     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $80646.95     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                      | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       167785 | PA      | $175318.55    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                    | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |        46000 | PA      | $50954.97     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                  | Telefonica Moviles Chile SA                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |       164000 | PA      | $94219.64     | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |        15000 | PA      | $15306.65     | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       154000 | PA      | $154286.04    | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98117.41     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                               | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100319.99    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                     | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       675000 | PA      | $667832.09    | 0.07%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $219626.00    | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                               | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $206126.00    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |        96000 | PA      | $97256.44     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                         | Toll Brothers Inc                                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |          843 | NS      | $113990.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       341000 | PA      | $340524.82    | 0.04%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2023-CES1                                              | CUSIP: 89181XAB7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |       962500 | PA      | $969022.86    | 0.11%             | 2063-07-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      1070852 | PA      | $1079927.59   | 0.12%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      1008069 | PA      | $1013538.81   | 0.11%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103126.90    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       176000 | PA      | $183113.74    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        67000 | PA      | $68750.51     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                  | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       131000 | PA      | $132028.87    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                  | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       102810 | PA      | $104997.51    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                          | Trinitas CLO XII Ltd                                                             | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |      1503364 | PA      | $1503382.67   | 0.17%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $217007.26    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                                | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |        63000 | PA      | $44103.56     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                  | Turk Telekomunikasyon AS                                                         | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       200000 | PA      | $204062.00    | 0.02%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       200000 | PA      | $228557.00    | 0.03%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                         | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $239260.90    | 0.03%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                            | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       634549 | PA      | $626981.50    | 0.07%             | 2034-09-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1653546.14   | 0.18%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |        64000 | PA      | $65741.63     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                              | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       118000 | PA      | $122068.40    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                       | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |         1054 | NS      | $333064.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                       | SPACE EXPLORATION TECHNOLOGIES CORP                                              | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |         1132 | NS      | $357712.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                  | LESSEN HOLDINGS INC PREF                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10022 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                               | HNG HOSPITALITY OFFSHORE LP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       538000 | NS      | $398120.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FREEWIRE EQUITY                                           | FREEWIRE EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INSIGHT M INC SERIES D                                    | INSIGHT M INC SERIES D                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       270943 | NS      | $87622.97     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTBAY 4A2 NOTES                                         | WESTBAY 4A2 NOTES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1688000 | PA      | $1707074.40   | 0.19%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| INSIGHT M INC WARRANTS                                    | INSIGHT M INC WARRANTS                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       280744 | NS      | $2.81         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $190500.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                          | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        31000 | PA      | $31389.95     | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                          | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        67000 | PA      | $66893.19     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       625000 | PA      | $596045.88    | 0.07%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       164312 | PA      | $122823.22    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        36806 | PA      | $21899.57     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        24540 | PA      | $14355.90     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |         6697 | PA      | $3951.23      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        21163 | PA      | $11957.10     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       212000 | PA      | $152941.50    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       121000 | PA      | $83631.82     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       151000 | PA      | $138171.09    | 0.02%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                   | United Airlines 2019-2 Class A Pass Through Trust                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        34088 | PA      | $32647.71     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                              | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         1366 | NS      | $152746.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       182000 | PA      | $181162.80    | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       200000 | PA      | $204700.00    | 0.02%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4065000 | PA      | $4258087.50   | 0.47%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1158000 | PA      | $1246008.00   | 0.14%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       271000 | PA      | $268487.83    | 0.03%             | 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        |       321000 | PA      | $317067.75    | 0.04%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                   | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       138000 | PA      | $129470.11    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                  | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29785.00     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                  | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       119000 | PA      | $119317.14    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       277000 | PA      | $176866.33    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        66000 | PA      | $44545.69     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        78000 | PA      | $79665.02     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       135000 | PA      | $131801.49    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                   | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |        72000 | PA      | $71557.34     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        95000 | PA      | $91255.07     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        56000 | PA      | $56920.98     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |        16000 | PA      | $17197.01     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       167788 | PA      | $168673.95    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       582917 | PA      | $583951.12    | 0.06%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       462502 | PA      | $462297.60    | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       204000 | PA      | $204272.14    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                            | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       890000 | PA      | $891858.59    | 0.10%             | 2033-12-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                               | UPX HIL 2025-1 Issuer Trust                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       398438 | PA      | $401515.75    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        12000 | PA      | $12421.34     | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        23000 | PA      | $23275.77     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                  | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       150045 | PA      | $144793.44    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       710000 | PA      | $717587.06    | 0.08%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       201000 | PA      | $181895.59    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                                   | Highspring Holdings LLC 2022 Term Loan                                           | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |       155520 | PA      | $126328.90    | 0.01%             | 2029-01-22      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |        95000 | PA      | $96947.50     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                  | VanEck Semiconductor ETF                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |          842 | NS      | $303229.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       388000 | PA      | $384272.37    | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       528000 | PA      | $556545.00    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $214812.50    | 0.02%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $204250.00    | 0.02%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                               | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       206000 | PA      | $208787.08    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                               | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $603803.76    | 0.07%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                    | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        45761 | PA      | $36656.24     | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                    | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120256 | PA      | $2139434.79   | 0.24%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |        89000 | PA      | $96164.59     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       128000 | PA      | $131109.16    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       145000 | PA      | $146800.20    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       209000 | PA      | $207835.01    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103307.24    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       113000 | PA      | $108754.52    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       149000 | PA      | $117669.87    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1254000 | PA      | $846168.43    | 0.09%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                   | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |        26000 | PA      | $26823.92     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                        | Vertiv Holdings Co                                                               | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |          670 | NS      | $108546.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      1248031 | PA      | $1247779.89   | 0.14%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |        98000 | PA      | $97858.95     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |        78000 | PA      | $69958.98     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       159000 | PA      | $159921.41    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $185147.04    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |         6000 | PA      | $5709.89      | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |          232 | NS      | $37428.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100043.45    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        81000 | PA      | $85793.35     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        40000 | PA      | $41371.24     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                  | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |        95000 | PA      | $97137.50     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |        32000 | PA      | $29878.48     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                  | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |        16000 | PA      | $16418.08     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                             | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |       243000 | PA      | $240751.21    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                        | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |        82000 | PA      | $87011.92     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |        66000 | PA      | $65796.34     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                           | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108000 | PA      | $110525.63    | 0.01%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1052300 | PA      | $58965.76     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |          517 | NS      | $9105.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         1117 | NS      | $124444.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                                 | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |      4278715 | NS      | $4278715.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                    | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       182000 | PA      | $41860.00     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Ruyi Holdings Ltd                                   | China Ruyi Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 984500976440498D1C06 | Long             | EC               | CORP              | BM        |        16000 | NS      | $4506.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                   | Warwick Capital CLO 4 Ltd                                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003828.00   | 0.11%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                   | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004120.90   | 0.11%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                             | MCM 2021 VFN1                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       803018 | PA      | $647239.18    | 0.07%             | 2028-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                      | OCEANA A NOTE 4 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       414000 | PA      | $284571.40    | 0.03%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| TVC DSCR 21 1 CERT                                        | TVC DSCR 21 1 CERT                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       314192 | PA      | $265192.65    | 0.03%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TVC DSCR 21 1 A                                           | TVC DSCR 21 1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       554171 | PA      | $523739.91    | 0.06%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                                   | DREAM FINDERS HOMES INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1320 | NS      | $1308450.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| PROJECT MONTELENA                                         | PROJECT MONTELENA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       419058 | PA      | $438945.19    | 0.05%             | 2030-06-20      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| EIS Group Inc                                             | EIS Group Inc Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       531775 | PA      | $509865.87    | 0.06%             | 2028-07-10      | Floating      | 10.72%                | No            |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                                    | Hydrofarm Holdings LLC 2021 Term Loan                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        91515 | PA      | $75042.27     | 0.01%             | 2028-10-25      | Floating      | 9.60%                 | No            |                  3 | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |        54000 | PA      | $56358.18     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                            | SONDER HOLDINGS CLS A LEGENDED                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2292 | NS      | $22.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                               | CAP HILL BRANDS PREF EQUITY                                                      | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |       265896 | NS      | $2.66         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                        | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        20741 | NS      | $99764.21     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SABENA TECHNICS SAS                                       | SABENA TECHNICS SAS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       297448 | PA      | $349561.47    | 0.04%             | 2029-09-30      | Variable      | 7.00%                 | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                        | VERSA NETWORKS INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       168283 | NS      | $1026526.30   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wealthfront Corp                                          | Wealthfront Corp                                                                 | CUSIP: 947002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           83 | NS      | $1127.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                  | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $3944.74      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIS Group Inc                                             | EIS Group Inc Revolver                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        53178 | PA      | $50986.59     | 0.01%             | 2028-07-10      | Floating      | 10.72%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC                   | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       913950 | PA      | $902525.63    | 0.10%             | 2028-07-31      | Floating      | 13.95%                | No            |                  3 | On Loan: No      |
| VOLATO GROUP INC                                          | VOLATO GROUP INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         6834 | NS      | $61.51        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                  | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1353326.38   | 0.15%             | 2059-01-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       495000 | PA      | $452361.30    | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       542000 | PA      | $466393.40    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12080553 | PA      | $418925.81    | 0.05%             | 2052-05-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       973121 | PA      | $54589.47     | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       106000 | PA      | $106917.61    | 0.01%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAG8<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $403929.91    | 0.04%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |        96000 | PA      | $100232.07    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings LLC                         | West Deptford Energy Holdings LLC 2025 Term Loan                                 | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |       181090 | PA      | $179543.49    | 0.02%             | 2031-12-30      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze                                          | Euro Parfums Fze Term Loan B                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       180867 | PA      | $179962.20    | 0.02%             | 2028-06-23      | Floating      | 9.12%                 | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                      | OCEANA A NOTE 3 YEAR                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       248000 | PA      | $167571.59    | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                            | NEW YORK COMMUNITY BANCORP INC                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           74 | NS      | $175662.68    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                            | DAVIDSON HOMES PREF EQIUTY/PFD                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1474 | NS      | $1657100.28   | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                             | COREWEAVE CONVERTIBLE PREF EQ                                                    | CUSIP: 000000000<br>LEI: 984500511DP2B6186053 | Long             | EP               | CORP              | US        |       418000 | NS      | $413820.00    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                   | DAVIDSON HOMES WARRANTS                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        10230 | NS      | $23119.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW GENERATION GAS BOND                                   | NEW GENERATION GAS BOND                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       832432 | PA      | $837676.75    | 0.09%             | 2029-09-30      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                                 | DF RESIDENTIAL III EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       480173 | NS      | $518586.96    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                  | OCEANA A 4YR NOTE UPSIZE                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       348000 | PA      | $231959.13    | 0.03%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| CIRKUL COM 35.41 WARRANTS                                 | CIRKUL COM 35.41 WARRANTS                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1021 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIRKUL COM 0.01 WARRANTS                                  | CIRKUL COM 0.01 WARRANTS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          995 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                               | SONDER WARRANTS DEC 30 2029                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         2277 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                     | WOM NEW HOLDCO COMMON                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1029 | NS      | $23667.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS 5 YR                                      | SONDER WARRANTS 5 YR                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        22714 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| X.AI HOLDINGS PREF E                                      | X.AI HOLDINGS PREF E                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28169 | NS      | $1881689.20   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                            | SONDER 1L PIK NOTES 7 12/10/27                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       951865 | PA      | $0.10         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANDURIL SERIES G EQUITY                                   | ANDURIL SERIES G EQUITY                                                          | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | STIV             | CORP              | US        |         3592 | NS      | $160239.12    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AETHON SR SEC 2L NOTES 144A                               | AETHON SR SEC 2L NOTES 144A                                                      | CUSIP: 000000000<br>LEI: 5493003Y9J3720W2G906 | Long             | DBT              | CORP              | US        |       313177 | PA      | $311611.25    | 0.03%             | 2027-01-10      | Variable      | 10.08%                | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                              | VERITAS SERIES G 1 PREFERRED                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          780 | NS      | $17940.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                            | VERITAS SERIES G PREFERRED STO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1131 | NS      | $26578.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                     | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        27000 | PA      | $26917.19     | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                   | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |        22000 | PA      | $22552.37     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     71299300 | PA      | $3813418.76   | 0.42%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                      | WOM Chile Holdco SpA                                                             | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       547629 | PA      | $501080.54    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                             | WOM Mobile SA                                                                    | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       316517 | PA      | $311889.52    | 0.03%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                       | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100699.80    | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $15088.87     | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                          | Wynn Resorts Ltd                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |          831 | NS      | $99994.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199604.00    | 0.02%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                    | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |        25000 | PA      | $24648.56     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                         | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       247000 | PA      | $236316.90    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                         | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       127000 | PA      | $103425.63    | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                       | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |        98000 | PA      | $83545.00     | 0.01%             | 2029-11-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                      | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       113000 | PA      | $120380.03    | 0.01%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                           | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97999.41     | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151159.35    | 0.02%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                   | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |        26081 | PA      | $24776.95     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    103897188 | PA      | $6133987.71   | 0.68%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                           | VERGE COMMON EQ                                                                  | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |        34837 | NS      | $5225.55      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIGEAC AERO SA                                            | FIGEAC AERO SA                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       340000 | PA      | $396091.75    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| ANTHROPIC PBC                                             | ANTHROPIC PBC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2683 | NS      | $545614.88    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1634000000 | PA      | $109985.10    | 0.01%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  36123000000 | PA      | $2225241.79   | 0.25%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       220000 | PA      | $148173.60    | 0.02%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9080000000 | PA      | $561506.82    | 0.06%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     58723585 | PA      | $3522781.06   | 0.39%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     88065892 | PA      | $5436158.08   | 0.60%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       688000 | PA      | $827657.99    | 0.09%             | 2029-01-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |        80000 | PA      | $48411.17     | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14833500000 | PA      | $3216195.27   | 0.36%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       162000 | PA      | $37260.00     | 0.00%             | 2025-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |       960000 | PA      | $103399.19    | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                   | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       200000 | PA      | $214276.00    | 0.02%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     22863000 | PA      | $4040202.12   | 0.45%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       866000 | PA      | $876877.42    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       157000 | PA      | $180023.81    | 0.02%             | 2028-05-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |        90000 | PA      | $57568.95     | 0.01%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                      | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       200000 | PA      | $199330.00    | 0.02%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $205058.00    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                  | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |       125000 | PA      | $157029.09    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |        50000 | PA      | $11550.00     | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       200000 | PA      | $233222.05    | 0.03%             | 2027-04-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       977000 | PA      | $1132255.42   | 0.13%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                      | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $132204.78    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |        61000 | PA      | $10310.46     | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                       | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |         5000 | PA      | $5670.32      | 0.00%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     18230000 | PA      | $853200.38    | 0.09%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |       132000 | PA      | $108006.76    | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       281000 | PA      | $329405.62    | 0.04%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       200000 | PA      | $201394.00    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1239000 | PA      | $1439710.44   | 0.16%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                          | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |       117372 | PA      | $90706.84     | 0.01%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       164000 | PA      | $193937.38    | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $418509.21    | 0.05%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $787740.67    | 0.09%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                         | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       700000 | PA      | $782741.95    | 0.09%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $451564.57    | 0.05%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        31000 | PA      | $31957.08     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                         | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |       216000 | PA      | $253249.20    | 0.03%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                  | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |       482773 | PA      | $470904.77    | 0.05%             | 2026-07-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Atlas Copco Finance DAC                                   | Atlas Copco Finance DAC                                                          | CUSIP: 000000000<br>LEI: 549300ZF2VKZ1G5T2U85 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $213747.69    | 0.02%             | 2029-09-03      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                     | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |       666000 | PA      | $719622.98    | 0.08%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       100000 | PA      | $118401.40    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $231478.84    | 0.03%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       700000 | PA      | $734724.46    | 0.08%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                      | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |       130000 | PA      | $164514.65    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |        67000 | PA      | $48902.36     | 0.01%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14261700000 | PA      | $3410759.84   | 0.38%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                  | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       150045 | PA      | $144793.43    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                   | VF Corp                                                                          | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108403.53    | 0.01%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |        92000 | PA      | $108332.91    | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     12080000 | PA      | $1812035.15   | 0.20%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       700000 | PA      | $754387.79    | 0.08%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                   | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $2000.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                   | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $524917.31    | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                         | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      1740000 | PA      | $1949319.70   | 0.22%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                   | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       233000 | PA      | $196923.70    | 0.02%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                    | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       186000 | PA      | $219355.11    | 0.02%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        18338 | PA      | $18136.28     | 0.00%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       239154 | PA      | $236523.31    | 0.03%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       159799 | PA      | $140782.92    | 0.02%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       224096 | PA      | $174059.62    | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                      | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $150294.00    | 0.02%             | 2026-01-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $224453.33    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $127589.49    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $462756.26    | 0.05%             | 2027-10-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                          | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $79322.34     | 0.01%             | 2026-01-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JD Health International Inc                               | JD Health International Inc                                                      | CUSIP: 000000000<br>LEI: 254900OM3MAXYK8PCC84 | Long             | EC               | CORP              | KY        |          550 | NS      | $3938.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                  | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115691.14    | 0.01%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                       | VZ Vendor Financing II BV                                                        | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |       170000 | PA      | $188699.71    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $115911.43    | 0.01%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                    | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $117667.02    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $382267.94    | 0.04%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1400000 | PA      | $1347155.71   | 0.15%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       200000 | PA      | $233427.60    | 0.03%             | 2081-08-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                      | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       303000 | PA      | $193048.75    | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                      | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $55234.40     | 0.01%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $174360.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $206740.56    | 0.02%             | 2099-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       527000 | PA      | $505348.04    | 0.06%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       455000 | PA      | $480576.00    | 0.05%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       505000 | PA      | $567343.50    | 0.06%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                   | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        15000 | PA      | $14744.85     | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                      | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |       299938 | PA      | $352551.23    | 0.04%             | 2031-08-17      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       200000 | PA      | $199250.00    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        32000 | PA      | $24852.57     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114075.88    | 0.01%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETRON CORP                                               | Petron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |       444000 | PA      | $442694.64    | 0.05%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                         | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $227982.85    | 0.03%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                  | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |       122000 | PA      | $66814.56     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                          | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $132089.19    | 0.01%             | 2027-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                   | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       100000 | PA      | $116445.55    | 0.01%             | 2028-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                   | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       200000 | PA      | $262461.99    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                                | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $117213.10    | 0.01%             | 2034-04-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                          | CVC Cordatus Loan Fund IV DAC                                                    | CUSIP: 000000000<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $116875.34    | 0.01%             | 2034-02-22      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                 | Avoca CLO XXII DAC                                                               | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $116829.85    | 0.01%             | 2035-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Domi                                                      | Domi 2021-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500GC0MQI1HTJVG97 | Long             | ABS-MBS          | CORP              | NL        |        84642 | PA      | $99514.38     | 0.01%             | 2053-06-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       101000 | PA      | $130363.46    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    105780000 | PA      | $16286206.21  | 1.81%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                  | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |       455000 | PA      | $390590.20    | 0.04%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL                                              | Mortimer BTL 2021-1 PLC                                                          | CUSIP: 000000000<br>LEI: 213800XP3NPPV83PMY32 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134773.08    | 0.01%             | 2053-06-23      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      3024000 | PA      | $3363506.74   | 0.37%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                 | Autonoria Spain 2021 FT                                                          | CUSIP: 000000000<br>LEI: 959800PAVFGQ48YNAE06 | Long             | ABS-O            | CORP              | ES        |        38102 | PA      | $44740.98     | 0.00%             | 2039-01-31      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       207000 | PA      | $247234.02    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      1200000 | PA      | $1400170.87   | 0.16%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   3145000000 | PA      | $193094.51    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       100000 | PA      | $108742.43    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                     | CIFC European Funding CLO I DAC                                                  | CUSIP: 000000000<br>LEI: 635400RKFO6YLRKH3C54 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $117789.90    | 0.01%             | 2032-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ACEN FINANCE LTD                                          | ACEN Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |       267000 | PA      | $176220.00    | 0.02%             | 2026-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                    | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       100000 | PA      | $112853.28    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1048000 | PA      | $1197704.32   | 0.13%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $441332.19    | 0.05%             | 2029-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                     | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $977812.50    | 0.11%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $200846.00    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                            | EC Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $232572.08    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                      | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       320000 | PA      | $340028.10    | 0.04%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                              | Providus Clo VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $117912.75    | 0.01%             | 2034-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ASTM SPA                                                  | ASTM SpA                                                                         | CUSIP: 000000000<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      2848000 | PA      | $3302487.64   | 0.37%             | 2026-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3806224.36   | 0.42%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                    | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $565981.90    | 0.06%             | 2027-11-19      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                                   | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $117719.23    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                    | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        48000 | PA      | $43845.12     | 0.00%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                  | Pakistan Global Sukuk Programme Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |       200000 | PA      | $204577.00    | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                    | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $352555.05    | 0.04%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $213020.00    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118908.07    | 0.01%             | 2082-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                   | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      1569000 | PA      | $1828904.75   | 0.20%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                    | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       118000 | PA      | $119880.63    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                         | Japan Government Forty Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1882200000 | PA      | $6087229.94   | 0.68%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                    | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $202800.00    | 0.02%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PREEM PETROLEUM AB                                        | Preem AB                                                                         | CUSIP: 000000000<br>LEI: 549300MIHCMD8DCSBY41 | Long             | DBT              | CORP              | SE        |        80000 | PA      | $97047.06     | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  15841000000 | PA      | $1002709.18   | 0.11%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20746000000 | PA      | $1328922.45   | 0.15%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     51000000 | PA      | $212719.23    | 0.02%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       150000 | PA      | $182917.30    | 0.02%             | 2028-10-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       171000 | PA      | $212849.37    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       186000 | PA      | $224847.54    | 0.02%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     43550900 | PA      | $2250347.50   | 0.25%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                    | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        16000 | PA      | $16672.77     | 0.00%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                      | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       200000 | PA      | $202325.00    | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                     | Transnet/South Africa                                                            | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |       200000 | PA      | $211312.50    | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      7214000 | PA      | $1231430.67   | 0.14%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                  | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $252550.87    | 0.03%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Domi                                                      | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |       111983 | PA      | $132583.67    | 0.01%             | 2055-02-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       462000 | PA      | $559629.19    | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                 | FCT Autonoria DE 2023                                                            | CUSIP: 000000000<br>LEI: 549300XVWRQGZCNHXF23 | Long             | ABS-O            | CORP              | FR        |        35073 | PA      | $41321.90     | 0.00%             | 2043-01-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15000000 | PA      | $2318681.58   | 0.26%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       445000 | PA      | $543051.11    | 0.06%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                     | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       200000 | PA      | $210436.16    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     21580000 | PA      | $3606455.18   | 0.40%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                             | Atlas Funding 2023-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $135682.14    | 0.02%             | 2061-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |        90000 | PA      | $111056.40    | 0.01%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $470286.36    | 0.05%             | 2026-01-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                      | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $1107962.05   | 0.12%             | 2031-05-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |       208000 | PA      | $254686.00    | 0.03%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                           | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $124399.15    | 0.01%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                   | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $251234.71    | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                      | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |       171000 | PA      | $206740.61    | 0.02%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                               | Cedacri SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |       150000 | PA      | $178250.77    | 0.02%             | 2028-05-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Polaris                                                   | Polaris 2023-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400VADRWDQSM8BE46 | Long             | ABS-MBS          | CORP              | GB        |       160000 | PA      | $218141.96    | 0.02%             | 2061-02-23      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                         | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $213321.39    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                              | AutoFlorence 3 Srl                                                               | CUSIP: 000000000<br>LEI: 815600F88BB8BFD30863 | Long             | ABS-O            | CORP              | IT        |       237079 | PA      | $279537.71    | 0.03%             | 2046-12-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                           | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $208250.00    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                         | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $231195.31    | 0.03%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                        | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       200000 | PA      | $211094.00    | 0.02%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                  | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $144698.78    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |       800000 | PA      | $991135.57    | 0.11%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4371100 | PA      | $242397.92    | 0.03%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     78737300 | PA      | $4366351.12   | 0.48%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                  | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $185213.97    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     14700000 | PA      | $163695.01    | 0.02%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                            | HT Troplast GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $121867.67    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                             | Hermitage 2023 PLC                                                               | CUSIP: 000000000<br>LEI: 213800HDJNNMA7VXZZ69 | Long             | ABS-O            | CORP              | GB        |        18801 | PA      | $25349.81     | 0.00%             | 2033-09-21      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    103020000 | PA      | $1789835.06   | 0.20%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     39092700 | PA      | $2191986.25   | 0.24%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     35290000 | PA      | $1733930.56   | 0.19%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |       121907 | PA      | $142850.25    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                               | Red & Black Auto Germany 10 UG                                                   | CUSIP: 000000000<br>LEI: 391200NRHS61DTNNBX69 | Long             | ABS-O            | CORP              | DE        |        62872 | PA      | $74113.93     | 0.01%             | 2032-09-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1058561.91   | 0.12%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                      | Together Asset Backed Securitisation 2023-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400JKBWLFDKJDAA39 | Long             | ABS-MBS          | CORP              | GB        |       192168 | PA      | $260419.89    | 0.03%             | 2065-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                     | Banijay Entertainment SAS                                                        | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243801.60    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                          | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $93025.00     | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $258250.43    | 0.03%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                  | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $124728.22    | 0.01%             | 2083-09-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                        | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $283742.29    | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                                        | Alpha Star Holding VIII Ltd                                                      | CUSIP: 000000000<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $206186.00    | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       200000 | PA      | $213996.00    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     11364000 | PA      | $255724.42    | 0.03%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      1236000 | PA      | $51845.89     | 0.01%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                            | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |       250000 | PA      | $322574.06    | 0.04%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                  | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $251605.62    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                              | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       100000 | PA      | $122373.25    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ILIAD SA                                                  | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $247252.15    | 0.03%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                         | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $125229.57    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                       | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $120750.49    | 0.01%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                    | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     30553000 | PA      | $5385939.66   | 0.60%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      6134358 | PA      | $6982645.29   | 0.78%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                             | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $230188.15    | 0.03%             | 2030-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |       371000 | PA      | $421344.42    | 0.05%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       131000 | PA      | $157566.75    | 0.02%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                    | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       570000 | PA      | $589380.00    | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Precise Mortgage Funding                                  | PMF 2024-1 PLC                                                                   | CUSIP: 000000000<br>LEI: 635400CIMKRXMLBEGI82 | Long             | ABS-MBS          | CORP              | GB        |       210586 | PA      | $284542.97    | 0.03%             | 2060-07-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                         | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206228.64    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                            | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121907.01    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                   | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $203024.00    | 0.02%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                  | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |       105000 | PA      | $114553.09    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                        | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       418000 | PA      | $506300.89    | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds          | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       200000 | PA      | $218500.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                 | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $243174.57    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                  | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $122702.41    | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                        | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       155000 | PA      | $210108.08    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1063000 | PA      | $1278096.51   | 0.14%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                   | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |       211000 | PA      | $264934.30    | 0.03%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                               | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120680.17    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5165000 | PA      | $1463781.14   | 0.16%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                             | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |       200000 | PA      | $226767.58    | 0.03%             | 2030-04-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       209000 | PA      | $246951.17    | 0.03%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                    | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $564140.53    | 0.06%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5975000 | PA      | $1658020.89   | 0.18%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121563.07    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                    | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $237743.84    | 0.03%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                             | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $103932.13    | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     74580000 | PA      | $10883376.07  | 1.21%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                       | Hyundai Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |       200000 | PA      | $207266.00    | 0.02%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                  | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |       435000 | PA      | $447406.20    | 0.05%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                       | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |       246000 | PA      | $298926.42    | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |       200000 | PA      | $206028.00    | 0.02%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $122196.66    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                            | Sisecam UK PLC                                                                   | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $206000.00    | 0.02%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $246864.18    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                          | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |       118000 | PA      | $148094.67    | 0.02%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $313424.85    | 0.03%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                          | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $118832.78    | 0.01%             | 2031-05-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DAC                                           | ASG Finance DAC                                                                  | CUSIP: 000000000<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |       311000 | PA      | $273680.00    | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1994000 | PA      | $2390059.43   | 0.27%             | 2029-05-20      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       400000 | PA      | $471104.49    | 0.05%             | 2028-05-21      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                              | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $138840.25    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                  | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $123135.55    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                            | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |       318000 | PA      | $429635.86    | 0.05%             | 2029-07-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited          | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |       176000 | PA      | $242680.37    | 0.03%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       154000 | PA      | $184928.82    | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       151000 | PA      | $181311.30    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       138000 | PA      | $165701.72    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                             | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       203081 | PA      | $274233.60    | 0.03%             | 2061-09-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                 | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |       126579 | PA      | $148930.71    | 0.02%             | 2041-09-16      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                        | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       204102 | PA      | $275779.16    | 0.03%             | 2094-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                        | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $135742.66    | 0.02%             | 2094-03-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                             | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       144471 | PA      | $196052.19    | 0.02%             | 2049-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $255422.67    | 0.03%             | 2029-10-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      1965000 | PA      | $2316178.17   | 0.26%             | 2027-06-10      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                  | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |        87921 | PA      | $103744.10    | 0.01%             | 2036-12-29      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                  | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       202291 | PA      | $238034.89    | 0.03%             | 2036-12-29      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                     | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |        66163 | PA      | $65046.97     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1958169.58   | 0.22%             | 2031-06-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                               | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       161876 | PA      | $190534.89    | 0.02%             | 2042-02-24      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |        71633 | PA      | $84726.96     | 0.01%             | 2041-06-15      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                            | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $118285.49    | 0.01%             | 2038-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                   | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |        34155 | PA      | $40147.73     | 0.00%             | 2035-01-20      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    127370000 | PA      | $18279378.89  | 2.03%             | 2026-06-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                        | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118480.58    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                            | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       275000 | PA      | $371547.50    | 0.04%             | 2032-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                       | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |       215000 | PA      | $260871.88    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pony                                                      | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |        89613 | PA      | $105227.67    | 0.01%             | 2033-01-14      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $123859.23    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                     | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118876.57    | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                   | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |       100000 | PA      | $117947.69    | 0.01%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $240594.56    | 0.03%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                             | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        49713 | PA      | $67053.77     | 0.01%             | 2033-04-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                             | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       149140 | PA      | $201457.24    | 0.02%             | 2033-04-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2243305 | PA      | $567559.73    | 0.06%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                            | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |       207458 | PA      | $280063.73    | 0.03%             | 2057-03-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       202000 | PA      | $246419.60    | 0.03%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                           | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $123407.54    | 0.01%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                        | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       256800 | PA      | $317140.42    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                              | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $123478.51    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                              | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |        42851 | PA      | $51249.19     | 0.01%             | 2029-12-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    168624000 | PA      | $5595287.40   | 0.62%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Noria                                                     | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        83274 | PA      | $97942.42     | 0.01%             | 2043-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Noria                                                     | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        80503 | PA      | $94521.25     | 0.01%             | 2043-02-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                         | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |        95084 | PA      | $111957.12    | 0.01%             | 2033-12-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                           | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $135251.83    | 0.02%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                      | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2806000000 | PA      | $176615.61    | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $240637.37    | 0.03%             | 2035-08-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8230000 | PA      | $1203814.06   | 0.13%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       582000 | PA      | $12464.62     | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Fact SA                                                   | FACT SA/LU                                                                       | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117831.54    | 0.01%             | 2031-09-22      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       158000 | PA      | $118105.00    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       244741 | PA      | $138278.67    | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                   | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |        22000 | PA      | $21846.00     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        27000 | PA      | $16402.50     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       318334 | PA      | $179062.88    | 0.02%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        40000 | PA      | $18900.00     | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        22000 | PA      | $13090.00     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                    | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       156080 | PA      | $91306.80     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |       345000 | PA      | $400633.26    | 0.04%             | 2038-09-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                  | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |       359614 | PA      | $485478.79    | 0.05%             | 2067-02-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                      | Together Asset Backed Securitisation 2024-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400WGT6N9TVLEC567 | Long             | ABS-MBS          | CORP              | GB        |       259182 | PA      | $350580.08    | 0.04%             | 2065-10-12      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                    | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |       195730 | PA      | $230601.16    | 0.03%             | 2036-07-28      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                    | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |       100000 | PA      | $120591.11    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $244681.33    | 0.03%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $138149.71    | 0.02%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $241367.44    | 0.03%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                         | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |       122000 | PA      | $147090.40    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     11542103 | PA      | $262085.23    | 0.03%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      1000000 | PA      | $1012500.00   | 0.11%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                           | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $245689.51    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                       | APCOA Group GmbH/Germany                                                         | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $239218.40    | 0.03%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                      | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $119699.34    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                      | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       103000 | PA      | $94011.11     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                      | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       348515 | PA      | $342450.84    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     15812000 | PA      | $336030.92    | 0.04%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                     | Belron UK Finance PLC                                                            | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       139000 | PA      | $167875.53    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                            | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |       306000 | PA      | $438258.22    | 0.05%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                  | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       200000 | PA      | $207000.00    | 0.02%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                           | Elstree Funding No 5 PLC                                                         | CUSIP: 000000000<br>LEI: 635400TQHOGQECGSLM58 | Long             | ABS-MBS          | CORP              | GB        |       228590 | PA      | $308641.72    | 0.03%             | 2061-08-21      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    147610000 | PA      | $1657068.47   | 0.18%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                       | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117659.73    | 0.01%             | 2038-05-14      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                         | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       127769 | PA      | $150080.81    | 0.02%             | 2036-11-17      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Dowson                                                    | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       149000 | PA      | $201119.78    | 0.02%             | 2031-08-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                   | Nestle Finance International Ltd                                                 | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |        80000 | PA      | $89556.19     | 0.01%             | 2036-10-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                  | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       300000 | PA      | $360147.05    | 0.04%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                  | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |       262000 | PA      | $310456.64    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction          | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |        86431 | PA      | $102145.07    | 0.01%             | 2034-03-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                            | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $135054.67    | 0.01%             | 2032-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2394000 | PA      | $682468.38    | 0.08%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                  | City of Ulaanbaatar Mongolia                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       300000 | PA      | $308250.00    | 0.03%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                          | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134494.19    | 0.01%             | 2067-09-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                           | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       255431 | PA      | $300032.00    | 0.03%             | 2057-12-27      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                            | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134915.83    | 0.01%             | 2056-10-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      8400000 | PA      | $295479.77    | 0.03%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                               | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       256611 | PA      | $346773.99    | 0.04%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       400000 | PA      | $429176.00    | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                      | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       333000 | PA      | $386297.20    | 0.04%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $710146.82    | 0.08%             | 2031-05-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                          | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120585.18    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                       | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1244636.07   | 0.14%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                   | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |       650000 | PA      | $657515.63    | 0.07%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                          | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118752.36    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                             | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       235568 | PA      | $315498.53    | 0.04%             | 2035-02-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                   | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $120567.06    | 0.01%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                  | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |       960000 | PA      | $647536.68    | 0.07%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3229000 | PA      | $68755.70     | 0.01%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $123295.77    | 0.01%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        64086 | PA      | $54873.64     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        59111 | PA      | $53643.23     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        32302 | PA      | $30565.77     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                  | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |         4000 | PA      | $3785.00      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        30257 | PA      | $27420.41     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        29940 | PA      | $28667.76     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                  | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       134000 | PA      | $101644.98    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        42469 | PA      | $32214.63     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                  | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       111736 | PA      | $106987.21    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2154000 | PA      | $2159385.00   | 0.24%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                         | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119178.18    | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $119341.10    | 0.01%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                        | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $202492.00    | 0.02%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                  | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      2325000 | PA      | $2433987.58   | 0.27%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $247076.87    | 0.03%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                      | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |       414890 | PA      | $534037.46    | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     25377000 | PA      | $29622221.72  | 3.29%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                            | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $121868.26    | 0.01%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                  | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $240639.44    | 0.03%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                  | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     48251000 | PA      | $1634836.69   | 0.18%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |       250000 | PA      | $305300.35    | 0.03%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        95000 | PA      | $116528.42    | 0.01%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        25000 | PA      | $30867.51     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                               | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |       100000 | PA      | $117002.91    | 0.01%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $115403.60    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                      | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       119978 | PA      | $162068.50    | 0.02%             | 2056-09-12      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                   | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |       102000 | PA      | $110465.93    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                   | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $110164.07    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       400000 | PA      | $346252.00    | 0.04%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     18123000 | PA      | $380470.92    | 0.04%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                   | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $204864.00    | 0.02%             | 2030-02-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $113256.84    | 0.01%             | 2037-03-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GRP                                   | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $134693.93    | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $279679.24    | 0.03%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                  | Sappi Papier Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |       200000 | PA      | $228158.07    | 0.03%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                      | Aramark International Finance Sarl                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $234854.32    | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119768.67    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1177000 | PA      | $24934.14     | 0.00%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                         | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120292.06    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                       | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |       395484 | PA      | $264113.87    | 0.03%             | 2033-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                               | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |       281055 | PA      | $379205.34    | 0.04%             | 2035-02-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                            | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       968908 | PA      | $648029.51    | 0.07%             | 2066-06-14      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                        | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |       103000 | PA      | $122120.74    | 0.01%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       100000 | PA      | $119826.92    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                  | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $234271.78    | 0.03%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        11000 | PA      | $13448.05     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                            | Opal Bidco SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       105000 | PA      | $127293.31    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                       | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $222951.08    | 0.02%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    246700000 | PA      | $1293552.80   | 0.14%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    195070000 | PA      | $3392438.14   | 0.38%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       987000 | PA      | $1178896.16   | 0.13%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $121027.29    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                       | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $117016.78    | 0.01%             | 2038-12-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                   | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |       500000 | PA      | $517760.00    | 0.06%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                   | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |       203000 | PA      | $243374.60    | 0.03%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       202000 | PA      | $240111.90    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $120093.58    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                       | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       394780 | PA      | $264328.79    | 0.03%             | 2031-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                            | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       101371 | PA      | $137009.45    | 0.02%             | 2032-05-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                      | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       439868 | PA      | $595851.12    | 0.07%             | 2057-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                             | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $116083.18    | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                  | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       268744 | PA      | $363008.94    | 0.04%             | 2067-05-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                  | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       200000 | PA      | $209385.96    | 0.02%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castell                                                   | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       202392 | PA      | $273470.72    | 0.03%             | 2062-01-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $238050.79    | 0.03%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       109000 | PA      | $131181.19    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $361363.00    | 0.04%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                    | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $243217.51    | 0.03%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                         | Santander Consumo 8 Fondo de Titulizacion                                        | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $118049.43    | 0.01%             | 2040-01-21      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |       175000 | PA      | $214058.33    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Resimac                                                   | RESIMAC Premier Series 2025-1                                                    | CUSIP: 000000000<br>LEI: 213800R628L75GZ2RD25 | Long             | ABS-MBS          | CORP              | AU        |       399188 | PA      | $267346.78    | 0.03%             | 2056-09-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                  | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       167000 | PA      | $196584.58    | 0.02%             | 2040-12-28      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |       243000 | PA      | $288437.84    | 0.03%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                      | Kyrgyz Republic International Bond                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       200000 | PA      | $205750.00    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $118455.46    | 0.01%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       740000 | PA      | $863960.49    | 0.10%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                       | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      1025000 | PA      | $19462.54     | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       749000 | PA      | $877905.93    | 0.10%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $247611.92    | 0.03%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                  | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       111000 | PA      | $132304.66    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116720.30    | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                      | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |       400000 | PA      | $477215.67    | 0.05%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                   | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      7600000 | PA      | $390946.83    | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                           | MTR Corp CI Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $421600.00    | 0.05%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |       172000 | PA      | $203996.30    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                              | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $119439.63    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                  | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $113888.91    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                    | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $119055.95    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                   | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |       111000 | PA      | $124878.75    | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                       | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     58975000 | PA      | $1105595.79   | 0.12%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                        | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |       125000 | PA      | $152041.50    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                       | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $119280.86    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust            | Latitude Australia Credit Card Master Trust Series 2025-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $334656.02    | 0.04%             | 2037-11-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                          | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |       354000 | PA      | $425041.47    | 0.05%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                   | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       100000 | PA      | $119641.54    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                 | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134561.72    | 0.01%             | 2056-06-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                            | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |       134000 | PA      | $180241.18    | 0.02%             | 2033-07-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                     | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     23537000 | PA      | $500736.01    | 0.06%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                         | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |       113000 | PA      | $133430.89    | 0.01%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                   | Polaris 2025-2 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134929.55    | 0.01%             | 2068-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       280000 | PA      | $306793.81    | 0.03%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $596524.89    | 0.07%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       700000 | PA      | $843678.80    | 0.09%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       600000 | PA      | $720517.11    | 0.08%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                            | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $117548.56    | 0.01%             | 2041-12-23      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                     | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |       300000 | PA      | $310218.00    | 0.03%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                  | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |       360000 | PA      | $239450.80    | 0.03%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                    | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $132618.56    | 0.01%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       292000 | PA      | $352321.90    | 0.04%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                    | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |       136000 | PA      | $158083.92    | 0.02%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Noria                                                     | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $117243.71    | 0.01%             | 2043-07-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                                       | First Mobility Sarl - Compartment Swiss Lease 2025-1                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117594.27    | 0.01%             | 2032-10-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                 | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117567.45    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118402.50    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                     | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       389523 | PA      | $459371.70    | 0.05%             | 2037-06-22      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                      | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $121437.18    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                      | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $139401.32    | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $328576.46    | 0.04%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                       | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |       600000 | PA      | $11060.50     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       171000 | PA      | $197944.21    | 0.02%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets                        | La Trobe Financial Capital Markets Trust 2025-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       479327 | PA      | $319872.52    | 0.04%             | 2057-05-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      4890000 | PA      | $656085.14    | 0.07%             | 2045-07-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    245495000 | PA      | $4197907.96   | 0.47%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                       | Korea Treasury Bond                                                              | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   3664860000 | PA      | $2238764.79   | 0.25%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $259556.45    | 0.03%             | 2036-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                  | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |       694000 | PA      | $802580.03    | 0.09%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                  | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118548.30    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                      | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |       800000 | PA      | $788000.00    | 0.09%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                   | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |       100000 | PA      | $119641.23    | 0.01%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                          | Dometic Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $119625.09    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                         | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       117000 | PA      | $133706.75    | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       423000 | PA      | $487366.25    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                 | Mila 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |       100000 | PA      | $117375.68    | 0.01%             | 2042-10-12      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                      | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       430000 | PA      | $273866.51    | 0.03%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       408000 | PA      | $478882.24    | 0.05%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $116968.83    | 0.01%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                       | Ithaca Energy North Sea PLC                                                      | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $236246.92    | 0.03%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                             | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $236277.25    | 0.03%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                   | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116943.21    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                              | Capgemini SE                                                                     | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $114741.24    | 0.01%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                            | AGL Energy Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $129109.54    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                       | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232083.27    | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118372.71    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                         | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $101123.26    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                             | Deepocean Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |       112000 | PA      | $135042.18    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                   | Lendlease Asia Treasury Pte Ltd                                                  | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $194880.97    | 0.02%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                               | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       180000 | PA      | $210315.86    | 0.02%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LTD                                             | SRC Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |       438000 | PA      | $437825.90    | 0.05%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       104000 | PA      | $121258.80    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |        77010 | PA      | $86112.80     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                      | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |       170000 | PA      | $198497.99    | 0.02%             | 2032-10-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |       109000 | PA      | $122529.19    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |       131000 | PA      | $148977.96    | 0.02%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos              | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       200000 | PA      | $235352.60    | 0.03%             | 2035-10-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos              | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $117717.90    | 0.01%             | 2035-10-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |       253000 | PA      | $300009.87    | 0.03%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        49000 | PA      | $57204.69     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        38000 | PA      | $45104.18     | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        38000 | PA      | $44894.73     | 0.00%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                   | Hill FL 2025-1 BV                                                                | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |       306000 | PA      | $359516.98    | 0.04%             | 2032-10-18      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                 | Golden Bar Securitisation Srl 2025-2                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       451000 | PA      | $530103.71    | 0.06%             | 2044-12-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                 | Golden Bar Securitisation Srl 2025-2                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       106000 | PA      | $124621.78    | 0.01%             | 2044-12-22      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                   | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |       116090 | PA      | $96973.84     | 0.01%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    157100000 | PA      | $972728.22    | 0.11%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                  | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |       326000 | PA      | $388833.59    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                            | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       500000 | PA      | $333324.66    | 0.04%             | 2067-02-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                            | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1540000 | PA      | $1026639.95   | 0.11%             | 2067-02-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                       | Sammaan Capital Ltd                                                              | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |       815000 | PA      | $803029.69    | 0.09%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                             | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       800000 | PA      | $941401.94    | 0.10%             | 2043-10-27      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $118562.61    | 0.01%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PATRICK TERMINALS FINANC                                  | Patrick Terminals Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 9845009C9611092B6G88 | Long             | DBT              | CORP              | AU        |       480000 | PA      | $307758.34    | 0.03%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                          | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |       138000 | PA      | $186160.78    | 0.02%             | 2070-09-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                          | Mortimer 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |       900000 | PA      | $1212609.54   | 0.13%             | 2070-09-22      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                    | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       601000 | PA      | $813507.77    | 0.09%             | 2032-07-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       243000 | PA      | $280092.86    | 0.03%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                          | London Cards No3 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       439000 | PA      | $591923.07    | 0.07%             | 2035-12-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                          | London Cards No3 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       628000 | PA      | $847362.82    | 0.09%             | 2035-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morglas ABS 2025-1 PLC                                    | Morglas Abs 2025-1 PLC                                                           | CUSIP: 000000000<br>LEI: 213800H5DGC5P7QYOI11 | Long             | ABS-O            | CORP              | GB        |       736475 | PA      | $993223.91    | 0.11%             | 2040-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                     | Gruppo San Donato SPA                                                            | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $119613.27    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                               | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       200000 | PA      | $269620.84    | 0.03%             | 2068-02-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                               | Meridian Funding 2025-1 PLC                                                      | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |       993121 | PA      | $1338602.44   | 0.15%             | 2068-02-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                | SC Austria Sarl                                                                  | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117847.41    | 0.01%             | 2041-07-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                | SC Austria Sarl                                                                  | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117918.86    | 0.01%             | 2041-07-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                             | UK Logistics 2025-2 DAC                                                          | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |      1000000 | PA      | $1348476.21   | 0.15%             | 2035-08-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AMPOL LTD                                                 | Ampol Ltd                                                                        | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | DBT              | CORP              | AU        |       310000 | PA      | $200394.94    | 0.02%             | 2055-10-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                             | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134782.51    | 0.01%             | 2067-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                   | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |       356000 | PA      | $407799.59    | 0.05%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                             | Atlas Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134604.41    | 0.01%             | 2067-07-20      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PEAK RE BVI HOLDING LTD                                   | Peak RE Bvi Holding Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KB2UHI8ALPSD62 | Long             | DBT              | CORP              | VG        |       285000 | PA      | $287493.75    | 0.03%             | 2030-11-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                       | Air Liquide Finance SA                                                           | CUSIP: 000000000<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $230603.45    | 0.03%             | 2033-05-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                              | Energean PLC                                                                     | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $117519.29    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                       | SC Germany SA Compartment Consumer 2025-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $353209.76    | 0.04%             | 2038-12-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                       | SC Germany SA Compartment Consumer 2025-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $117542.80    | 0.01%             | 2038-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Polaris                                                   | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |       873981 | PA      | $1179033.65   | 0.13%             | 2069-10-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Polaris                                                   | Polaris 2025-3 PLC                                                               | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134970.15    | 0.01%             | 2069-10-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction          | Asset-Backed European Securitisation Transaction Twenty-Four Srl                 | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |       289000 | PA      | $340681.92    | 0.04%             | 2040-08-16      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       470000 | PA      | $526093.29    | 0.06%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       230000 | PA      | $265916.42    | 0.03%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMS IRELAND CAP FUNDING                                   | BMS Ireland Capital Funding DAC                                                  | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       410000 | PA      | $470167.02    | 0.05%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       800000 | PA      | $936963.45    | 0.10%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       460000 | PA      | $301651.82    | 0.03%             | 2045-11-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $118198.68    | 0.01%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                   | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       860000 | PA      | $573507.81    | 0.06%             | 2035-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dowson                                                    | Dowson 2025-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $134800.85    | 0.01%             | 2032-12-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                  | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |      1000000 | PA      | $1348221.45   | 0.15%             | 2068-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                  | Braccan Mortgage Funding 2025-2 PLC                                              | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |       136000 | PA      | $183288.46    | 0.02%             | 2068-01-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $107742.28    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                               | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136137.58    | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                               | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119193.86    | 0.01%             | 2032-11-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       250000 | PA      | $164258.20    | 0.02%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                  | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       240000 | PA      | $160492.34    | 0.02%             | 2055-11-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                            | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       301000 | PA      | $406141.68    | 0.05%             | 2032-12-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                            | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $134807.05    | 0.01%             | 2032-12-16      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                            | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $134401.58    | 0.01%             | 2032-12-16      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| East One                                                  | East One 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |       733037 | PA      | $989083.00    | 0.11%             | 2058-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| East One                                                  | East One 2025-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $134911.51    | 0.01%             | 2058-02-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                          | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118752.36    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                       | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      1800000 | PA      | $30911.32     | 0.00%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                  | Santander Residential 1 FT                                                       | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |       200000 | PA      | $234812.24    | 0.03%             | 2068-10-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                  | Santander Residential 1 FT                                                       | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |       100000 | PA      | $117212.57    | 0.01%             | 2068-10-18      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                            | Asimi Funding 2025-2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       176000 | PA      | $237191.60    | 0.03%             | 2032-12-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                       | Pepper Prime 2025-1 Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       500000 | PA      | $333097.76    | 0.04%             | 2067-04-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $118256.85    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                       | Pepper Prime 2025-1 Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       500000 | PA      | $333294.63    | 0.04%             | 2067-04-12      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                      | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |       200000 | PA      | $231953.92    | 0.03%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                    | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       100000 | PA      | $118816.66    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited          | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |       119000 | PA      | $160381.40    | 0.02%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                   | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $329400.64    | 0.04%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                        | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $113186.32    | 0.01%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                           | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |       111000 | PA      | $131446.00    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                | Fairbridge 2025-1 BV                                                             | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |       100000 | PA      | $117058.97    | 0.01%             | 2062-02-24      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                | Fairbridge 2025-1 BV                                                             | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |       573000 | PA      | $672723.61    | 0.07%             | 2062-02-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                        | SV Vanir Logistics Finance Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |       100000 | PA      | $117521.76    | 0.01%             | 2037-07-23      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                        | SV Vanir Logistics Finance Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |       106000 | PA      | $124573.69    | 0.01%             | 2037-07-23      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                        | SV Vanir Logistics Finance Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |       266000 | PA      | $312608.83    | 0.03%             | 2037-07-23      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                                       | Encore Issuances SA                                                              | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |        31998 | PA      | $37754.50     | 0.00%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                          | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |       770000 | PA      | $893307.65    | 0.10%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $120349.70    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                  | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $117180.31    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                  | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $135956.71    | 0.02%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       203680 | PA      | $151741.60    | 0.02%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -182 | NC      | $-105081.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | 3 MONTH SOFR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           34 | NC      | $4628.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -54 | NC      | $-990.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           10 | NC      | $7376.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR26                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |            3 | NC      | $2091.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX BANK MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           37 | NC      | $13509.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -197 | NC      | $105467.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -107 | NC      | $7857.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -72 | NC      | $69599.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           -8 | NC      | $14383.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          202 | NC      | $-43018.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | SHORT EURO-BTP FU MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |            9 | NC      | $-1172.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          269 | NC      | $-79679.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           -2 | NC      | $809.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -778 | NC      | $180531.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -101 | NC      | $21950.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | NASDAQ 100 E-MINI MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           18 | NC      | $43871.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -12 | NC      | $40282.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1187 | NC      | $25186.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          175 | NC      | $1958.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -78 | NC      | $8177.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          114 | NC      | $85678.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           87 | NC      | $-6394.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          242 | NC      | $-275446.80   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2001 | NC      | $-3714.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1109 | NC      | $-3272.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           11 | NC      | $1309.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CARRIER GLOBAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -44 | NC      | $-1210.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CARRIER GLOBAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           44 | NC      | $330.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOEING CO/THE                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           -4 | NC      | $-64.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | BOEING CO/THE                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |            4 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | NIKKEI 225 (OSE) MAR26                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           -2 | NC      | $4264.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                            | JPN 10Y BOND(OSE) MAR26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           49 | NC      | $-279605.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VISTRA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -14 | NC      | $-2198.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VISTRA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           14 | NC      | $84.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VISTRA CORP                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -14 | NC      | $-70.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |            2 | NC      | $5630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          121 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -151 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           -9 | NC      | $-22.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | WALT DISNEY CO/THE                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |            9 | NC      | $4095.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           60 | NC      | $26970.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           18 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -808 | NC      | $-6217.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 3YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          128 | NC      | $-5568.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           19 | NC      | $20092.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -539 | NC      | $-7431.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |            7 | NC      | $7630.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ROCKWELL AUTOMATION INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           -7 | NC      | $-1225.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -538 | NC      | $-2437.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -964 | NC      | $-25740.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           50 | NC      | $10356.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES RUSSELL 2000 ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -50 | NC      | $-163.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -14 | NC      | $-7070.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           14 | NC      | $5320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -10 | NC      | $-6350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -10 | NC      | $-4525.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           -2 | NC      | $-1135.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           10 | NC      | $21125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |            2 | NC      | $9205.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | CITIGROUP INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -19 | NC      | $-1719.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           38 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           70 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | FED FUND 30DAY JUL26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |            4 | NC      | $910.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -13 | NC      | $-6500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -13 | NC      | $-1215.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | VERTIV HOLDINGS CO                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           13 | NC      | $4322.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           80 | NC      | $47402.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -80 | NC      | $-1691.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          101 | NC      | $252.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          -40 | NC      | $-15160.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -10 | NC      | $-5625.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -101 | NC      | $-0.40        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | FIFTH THIRD BANCORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           76 | NC      | $4560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -40 | NC      | $-3640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | FIFTH THIRD BANCORP                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -76 | NC      | $-4180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          200 | NC      | $15541.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -200 | NC      | $-1293.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           14 | NC      | $4186.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -14 | NC      | $-2219.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -10 | NC      | $-1325.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           10 | NC      | $6375.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                    | ISHARES IBOXX INVESTMENT GRA                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -539 | NC      | $-12729.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                                        | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |       108348 | OU      | $8068.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        30000 | PA      | $40378.02     | 0.00%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                            | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      5530000 | PA      | $259597.83    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kingsoft Corp Ltd                                         | Kingsoft Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 529900UVT35D3Q7YQY41 | Long             | EC               | CORP              | KY        |         1200 | NS      | $4402.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |        16965 | NS      | $207416.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9248000 | PA      | $2701394.90   | 0.30%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                  | Denmark Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |       450000 | PA      | $83292.68     | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                   | Sweden Government Bonds                                                          | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |       250000 | PA      | $28843.21     | 0.00%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                  | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4320000 | PA      | $3467642.30   | 0.38%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $280318.74    | 0.03%             | 2034-06-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       213800 | PA      | $55374.20     | 0.01%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       165000 | PA      | $174253.44    | 0.02%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Project Montage                                           | Project Montage PIK Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       259697 | PA      | $250607.22    | 0.03%             | 2029-02-16      | Floating      | 12.75%                | No            |                  3 | On Loan: No      |
| QSRP Finco BV                                             | QSRP Finco BV EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |      1000000 | PA      | $1168959.68   | 0.13%             | 2031-06-19      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC                | Coreweave Compute Acquisition Co IV LLC 2024 Delayed Draw Term Loan              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1004823 | PA      | $997287.02    | 0.11%             | 2029-05-16      | Floating      | 9.90%                 | No            |                  3 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                               | Rubix Group Midco 3 Limited 2024 EUR Term Loan                                   | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1185612.26   | 0.13%             | 2028-09-30      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| USAVFLOW II LTD                                           | USAVFLOW II Ltd Term Loan B                                                      | CUSIP: 000000000<br>LEI: 254900MV3KWOGGVL7L93 | Long             | LON              | CORP              | KY        |       317812 | PA      | $319814.72    | 0.04%             | 2029-08-16      | Floating      | 10.27%                | No            |                  3 | On Loan: No      |
| Quimper AB                                                | Quimper AB 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |      1000000 | PA      | $1187762.88   | 0.13%             | 2030-03-29      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Nobian Finance BV                                         | Nobian Finance BV 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |      1000000 | PA      | $1121434.59   | 0.12%             | 2030-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                                | CD&R Firefly Bidco Limited 2025 EUR Term Loan                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1187140.02   | 0.13%             | 2029-04-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Cirkul Inc                                                | Cirkul Inc 2nd Lien PIK Term Loan                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       376538 | PA      | $292871.50    | 0.03%             | 2028-04-23      | Floating      | 11.59%                | No            |                  3 | On Loan: No      |
| Vivalto Sante SAS                                         | Vivalto Sante SAS 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 969500LFM6S869DF2T62 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1176339.93   | 0.13%             | 2031-07-21      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                     | Boots Group Bidco Ltd EUR Term Loan                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |      1400000 | PA      | $1662242.82   | 0.18%             | 2032-08-30      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC Roll-Up DIP Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         3419 | PA      | $3341.72      | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Euro Parfums Fze                                          | Euro Parfums Fze 2025 Upsize Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       119352 | PA      | $118755.24    | 0.01%             | 2028-09-01      | Floating      | 9.12%                 | No            |                  3 | On Loan: No      |
| Stakeholder Midstream LLC                                 | Stakeholder Midstream LLC Term Loan                                              | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |       458850 | PA      | $460286.20    | 0.05%             | 2031-01-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        41573 | PA      | $41573.26     | 0.00%             | 2026-04-16      | Floating      | 16.22%                | No            |                  3 | On Loan: No      |
| RUNITONETIME LLC                                          | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        70003 | PA      | $68427.79     | 0.01%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| AREAS WORLDWIDE SA                                        | AREAS WORLDWIDE SA 2025 EUR REPRICED TERM LOAN B                                 | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |      1133334 | PA      | $1333931.90   | 0.15%             | 2029-12-31      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5705000 | PA      | $6601193.25   | 0.73%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1040000 | PA      | $740580.51    | 0.08%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                  | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       146000 | PA      | $157997.84    | 0.02%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       200000 | PA      | $201625.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                               | Xiaomi Corp                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |          800 | NS      | $4037.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                     | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       100000 | PA      | $15125.51     | 0.00%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AsiaInfo Technologies Ltd                                 | AsiaInfo Technologies Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DDKQ3XRKSS1646 | Long             | EC               | CORP              | VG        |         3600 | NS      | $3497.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                  | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       859000 | PA      | $1001763.65   | 0.11%             | 2027-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |          200 | NS      | $3672.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                   | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $236478.74    | 0.03%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |          300 | NS      | $4313.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                               | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $112347.14    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $117259.81    | 0.01%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuaishou Technology                                       | Kuaishou Technology                                                              | CUSIP: 000000000<br>LEI: 300300FCDZBE6UP9ED24 | Long             | EC               | CORP              | KY        |          500 | NS      | $4133.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                                              | Bilibili Inc                                                                     | CUSIP: 000000000<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |          140 | NS      | $3455.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |         3000 | PA      | $3546.08      | 0.00%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                      | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $245603.13    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                               | NetEase Inc                                                                      | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |          200 | NS      | $5505.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      4373272 | PA      | $1540174.69   | 0.17%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                      | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       223000 | PA      | $282160.19    | 0.03%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $566097.36    | 0.06%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                   | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    383860000 | PA      | $1189176.29   | 0.13%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                  | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |       332000 | PA      | $390981.83    | 0.04%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |         1024 | NS      | $78585.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COFIROUTE SA                                              | Cofiroute SA                                                                     | CUSIP: 000000000<br>LEI: 213800CP8292W9E8LJ69 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $524867.81    | 0.06%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Li Auto Inc                                               | Li Auto Inc                                                                      | CUSIP: 000000000<br>LEI: 2549003R73Q70J5H4I65 | Long             | EC               | CORP              | KY        |          400 | NS      | $3376.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |         1000 | PA      | $1102.55      | 0.00%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                            | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $249730.00    | 0.03%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       700000 | PA      | $759568.22    | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                      | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |        14894 | PA      | $17498.10     | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                        | Thames Water Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $96864.52     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vobile Group Ltd                                          | Vobile Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | EC               | CORP              | KY        |         5000 | NS      | $2643.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $219741.35    | 0.02%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NetEase Cloud Music Inc                                   | NetEase Cloud Music Inc                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |          200 | NS      | $4790.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     13264738 | PA      | $305836.55    | 0.03%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| XPeng Inc                                                 | XPeng Inc                                                                        | CUSIP: 000000000<br>LEI: 549300TZNMIREMWQU857 | Long             | EC               | CORP              | KY        |          300 | NS      | $3050.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       803989 | PA      | $850908.33    | 0.09%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $119016.33    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                      | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |         2000 | PA      | $2296.42      | 0.00%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |        52638 | OU      | $-6731.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |        59995 | OU      | $-7672.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 0.020000 26-AUG-2031                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      8789346 | OU      | $1486817.55   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: IFS 2.693000 15-AUG-2032                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |       535000 | OU      | $24593.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 2.340000 19-JAN-2033                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |      2870000 | OU      | $-53650.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.240000 09-AUG-2033                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5937256 | OU      | $186787.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |        63000 | OU      | $-1352.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       300000 | OU      | $-5343.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | XX        |       100000 | OU      | $-2146.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       176000 | OU      | $-3134.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |        59000 | OU      | $-1050.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (DB)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |        65000 | OU      | $-1157.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |        66000 | OU      | $4705.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.137500 12-MAY-2033                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5752341 | OU      | $-163596.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (CS)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       600000 | OU      | $-12880.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: GBP 4.860000 20-JUN-2028 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      2670000 | OU      | $128132.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWP: OIS 10.120000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        39383 | OU      | $-790.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.750000 09-AUG-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8715901 | OU      | $39285.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 9.965000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |         2268 | OU      | $-46.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | SWP: OIS 9.950000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |         1970 | OU      | $-41.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 10.316400 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |         1000 | OU      | $-18.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.930000 04-OCT-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     12559776 | OU      | $220366.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.500000 17-OCT-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     17463340 | OU      | $-219836.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 4.169300 23-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8267000 | OU      | $46849.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.400000 31-OCT-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13461996 | OU      | $397159.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.400000 01-NOV-2033 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5329016 | OU      | $-269063.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.650000 03-NOV-2053 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5309497 | OU      | $478186.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 4.072500 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20964288 | OU      | $284524.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 03-NOV-2053 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5309497 | OU      | $-167124.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: USD 3.270000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10487600 | OU      | $4741.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: USD 3.870000 05-FEB-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10487600 | OU      | $116558.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.952300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2064150 | OU      | $23190.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.922300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2064150 | OU      | $21986.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.950000 06-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     63560000 | OU      | $717583.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.987300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4128300 | OU      | $49190.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.864300 10-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8551900 | OU      | $82700.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.460130 15-DEC-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2071314 | OU      | $76013.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.250130 15-DEC-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      9062626 | OU      | $-5706.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 12-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4075500 | OU      | $76499.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 17-JAN-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2938125 | OU      | $55180.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | SWAP/CDSWAP/SCDS: (BA)                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |       300000 | OU      | $-4684.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.481000 23-JAN-2028                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11119782 | OU      | $38486.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: USD 3.995900 26-JAN-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10280187 | OU      | $137780.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: USD 3.445900 26-JAN-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10280187 | OU      | $-28974.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWP: OIS 9.785000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      6671000 | OU      | $-125022.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 3.000000 05-MAR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6374271 | OU      | $267324.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: JPY 1.450000 06-MAR-2054 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234530000 | OU      | $-395156.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: JPY 1.452000 11-MAR-2054 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234530000 | OU      | $-394934.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: JPY 0.283000 09-MAR-2026 FTO                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |         1226 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 8.020000 26-MAR-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     33027376 | OU      | $-6050.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.790000 29-MAR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     36848485 | OU      | $348312.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 08-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     28993042 | OU      | $513743.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.400000 08-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     65486085 | OU      | $172867.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.450000 09-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16493042 | OU      | $52259.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.050000 09-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16493042 | OU      | $324113.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 10.315000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |        97032 | OU      | $-1465.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                     | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     66765000 | PA      | $1156663.15   | 0.13%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                     | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    111160000 | PA      | $1202757.25   | 0.13%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                   | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |        68027 | PA      | $78837.09     | 0.01%             | 2030-12-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                               | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $125326.95    | 0.01%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                   | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |       276868 | PA      | $372780.42    | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $227166.16    | 0.03%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                    | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7209000 | PA      | $1983504.14   | 0.22%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       200000 | PA      | $202737.00    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.050000 18-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     25832935 | OU      | $-16985.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 18-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     25832935 | OU      | $463101.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 10.970000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      7976000 | OU      | $92723.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.300000 24-APR-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     30733951 | OU      | $61289.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 24-APR-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     12805813 | OU      | $231510.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.900000 30-APR-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7119630 | OU      | $259728.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.000000 06-MAY-2029 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     25628400 | OU      | $470723.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.500000 08-MAY-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     26398000 | OU      | $114569.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 8.145000 07-MAY-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     68579605 | OU      | $-26969.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (BA)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       300000 | OU      | $-4989.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.970000 06-JUN-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16986000 | OU      | $-6416.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.870000 11-JUN-2029 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5166240 | OU      | $175077.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWP: OIS 11.573000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      3560000 | OU      | $30762.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 4.350000 22-JUL-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11439720 | OU      | $54187.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.251000 19-MAR-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16415859 | OU      | $-9268.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.660000 10-OCT-2034 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          809 | OU      | $-5.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.619000 09-OCT-2034 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10760000 | OU      | $180104.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWP: OIS 12.435000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     11717880 | OU      | $-81009.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | SWP: OIS 12.837500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |       352992 | OU      | $-1389.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: OIS 3.807200 25-OCT-2029 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12500000 | OU      | $-129411.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: ZAR 7.900500 31-OCT-2029 JIB                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35000000 | OU      | $-106271.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 13.085000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      1626563 | OU      | $-5056.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 9.255000 18-NOV-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     18571700 | OU      | $21326.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 9.110000 08-NOV-2034 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      9670400 | OU      | $-34983.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 9.040000 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    111542654 | OU      | $312096.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SWP: OIS 13.148000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |      2233500 | OU      | $-3618.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 14.030000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      2134950 | OU      | $10650.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | SWP: OIS 15.410000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      3868800 | OU      | $-20508.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 5.237500 19-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6665187 | OU      | $-19646.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 5.160000 19-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4576500 | OU      | $-12520.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 8.970000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15180011 | OU      | $-40727.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 5.140000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10080531 | OU      | $-120553.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 5.127000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6048317 | OU      | $-71908.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 9.305000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     48461355 | OU      | $-4342.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.936250 19-MAR-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     50773791 | OU      | $-162823.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 6.153500 19-MAR-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    514125000 | OU      | $58605.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: GBP 4.000000 16-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6330400 | OU      | $106262.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: GBP 4.000000 20-JAN-2030 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5128500 | OU      | $86750.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.415794 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       337096 | OU      | $3909.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.433293 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       675936 | OU      | $8428.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.455000 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17731149 | OU      | $3771.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.500000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    188928731 | OU      | $19890.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 8.650000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      9589419 | OU      | $-20028.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 14.580000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |       405003 | OU      | $567.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.550000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75604349 | OU      | $11654.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 8.470000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    112438824 | OU      | $14226.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 6.002600 19-MAR-2030 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84433000 | OU      | $6906.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.582500 19-MAR-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7239500 | OU      | $1837.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 14.550000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      2838000 | OU      | $3325.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.660000 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7148556 | OU      | $4402.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.560000 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4762045 | OU      | $1844.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 5.755000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    436000000 | OU      | $-7747.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SWP: OIS 14.107500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |      2967000 | OU      | $-913.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.330000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      1222247 | OU      | $-701.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.730000 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     29665005 | OU      | $4535.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.725000 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5489881 | OU      | $-1003.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 5.675000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    357767794 | OU      | $-7994.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 5.961000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     43283018 | OU      | $-773.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.944000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     44524258 | OU      | $-6730.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.994000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9397978 | OU      | $-5723.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.597500 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17902332 | OU      | $-45335.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 3.970000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5167240 | OU      | $-4990.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.627079 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       579957 | OU      | $8852.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.035000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2858267 | OU      | $8054.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.205000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3815777 | OU      | $-13803.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.406000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16969720 | OU      | $-14488.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.056300 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20469241 | OU      | $-4113.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.084800 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4320554 | OU      | $-3023.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.629300 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11392637 | OU      | $-29748.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.394500 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7801527 | OU      | $-6864.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 5.944700 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    164477416 | OU      | $-1138.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.155200 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19898603 | OU      | $153.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.305300 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1754238 | OU      | $-641.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.047300 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2375547 | OU      | $-3274.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.144700 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1059337 | OU      | $4450.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.182065 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       153490 | OU      | $-1478.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.182703 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       113133 | OU      | $-1067.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.425000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |       561905 | OU      | $103.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.770000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2568523 | OU      | $-693.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.664700 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13637959 | OU      | $2245.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 4.015850 16-SEP-2026 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35000000 | OU      | $-133215.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.200000 04-JUN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1614386 | OU      | $-4901.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.550000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31903000 | OU      | $-16810.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.822500 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11784000 | OU      | $4305.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.399500 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3517922000 | OU      | $-39213.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.410000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2061697000 | OU      | $-22580.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.340000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      6167000 | OU      | $-1486.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 13.345000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      2120000 | OU      | $-444.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.835000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6125824 | OU      | $-173.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.795000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1387240 | OU      | $-526.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.790000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10935225 | OU      | $723.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.720000 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1972913 | OU      | $353.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.820000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       371571 | OU      | $-139.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 13.420000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      1459088 | OU      | $386.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.780000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1260599 | OU      | $-477.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.815500 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       794184 | OU      | $-295.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.772500 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1222008 | OU      | $467.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.823000 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1704714 | OU      | $612.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.6245 18-NOV-2026 TII                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2686646 | OU      | $875.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.734500 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4291441 | OU      | $660.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.443000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    542825567 | OU      | $-5614.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.617300 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1723029 | OU      | $155.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.637000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      7000008 | OU      | $-2306.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.030000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20653014 | OU      | $-3910.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.020000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4359346 | OU      | $-2768.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.020000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    138623036 | OU      | $-362.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.215000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9140070 | OU      | $142.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.494000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11494923 | OU      | $-26161.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.214801 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       269014 | OU      | $-2453.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.457500 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1769988 | OU      | $-7334.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.270000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2396878 | OU      | $-6153.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.601200 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2565049 | OU      | $-764.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.040000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27331079 | OU      | $-197.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.150000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10937183 | OU      | $140.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.730000 19-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    100648000 | OU      | $-21168.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.528000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3293135000 | OU      | $-15195.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.482000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3293135000 | OU      | $-16193.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.368014 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3220156 | OU      | $-6323.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.942569 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5785677 | OU      | $-870.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.933705 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1221214 | OU      | $-670.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.208070 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        75360 | OU      | $-756.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.310000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |       408749 | OU      | $-153.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.100000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     46489911 | OU      | $91.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.210000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17516671 | OU      | $262.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.180000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       671452 | OU      | $-1401.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.425000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       495841 | OU      | $-2090.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.615000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3162215 | OU      | $-1199.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.690000 26-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1265744 | OU      | $251.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.770000 21-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       237628 | OU      | $-60.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.407000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    135633564 | OU      | $-1493.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.730000 24-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      7855000 | OU      | $1147.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 13.115000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     15813056 | OU      | $-24581.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      6056970 | OU      | $-13730.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.040000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      2735000 | OU      | $-10297.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      3937030 | OU      | $-8924.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWP: OIS 12.945000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      3382944 | OU      | $-8818.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWP: OIS 12.995000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |     30000000 | OU      | $-68496.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 8.120000 05-SEP-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     80000000 | OU      | $-10624.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.403000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5207973000 | OU      | $-57714.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.448000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23016000 | OU      | $-20167.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.500000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3007617040 | OU      | $-14432.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.750000 09-JUL-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      7030811 | OU      | $-28403.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.512000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3364452960 | OU      | $-15879.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.675000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20054000 | OU      | $-4876.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.690000 30-JUL-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     64624000 | OU      | $3337.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | SWP: OIS 13.335000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |       866544 | OU      | $66.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.490000 04-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2683398 | OU      | $458.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.670000 30-JUL-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3828788 | OU      | $30.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.369 17-SEP-2028 KRW                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    608529583 | OU      | $-7126.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.293191 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       159766 | OU      | $-1284.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.561000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1069934 | OU      | $-149.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.791800 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2588986 | OU      | $-1053.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.200000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     98559174 | OU      | $756.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.808000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6703930 | OU      | $393.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.269700 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11923763 | OU      | $272.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.220000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1051183 | OU      | $-3845.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.030000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1423489 | OU      | $-1830.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.135000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       540432 | OU      | $2204.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.860000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12265702 | OU      | $-1397.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.217500 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6826762 | OU      | $-10859.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 3.500000 20-AUG-2028 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     30150141 | OU      | $57234.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.293659 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       268720 | OU      | $-2246.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.209873 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1768040 | OU      | $-6419.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.810000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20630327 | OU      | $-1892.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.240000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1457485 | OU      | $-494.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.330000 21-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      4513342 | OU      | $578.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.540000 16-AUG-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      6439838 | OU      | $-1842.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.696000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11275682 | OU      | $-2204.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.111300 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9334343 | OU      | $-12391.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.723300 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4354560 | OU      | $-1473.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.387000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1216549475 | OU      | $-13841.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 1.434000 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       169015 | OU      | $-73.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.631000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2138971 | OU      | $677.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.092100 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    165771791 | OU      | $250.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.165000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20055196 | OU      | $180.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.510000 21-AUG-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3818681 | OU      | $-1365.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.310000 26-AUG-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2676309 | OU      | $330.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.105000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       864256 | OU      | $-941.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.362000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    682493546 | OU      | $-8080.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.328759 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       159341 | OU      | $-1040.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.622000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1199977 | OU      | $309.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 1.442712 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |        94819 | OU      | $-38.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.697500 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6686232 | OU      | $-1284.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.105000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     98299026 | OU      | $220.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.110000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5535061 | OU      | $-7329.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 3.990000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1419727 | OU      | $-1522.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.054000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       539002 | OU      | $1647.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.812000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12233326 | OU      | $-1132.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 6.720000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2582157 | OU      | $-864.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.185000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1048409 | OU      | $-3735.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 1.375000 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2953194 | OU      | $-1796.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 1.350000 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3217028 | OU      | $2193.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.140000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5332000 | OU      | $-4122.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.080000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3877170 | OU      | $-16118.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.082000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3935915 | OU      | $-16460.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.010000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10552000 | OU      | $-14268.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.097000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3935915 | OU      | $-17198.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | SWAP/CDSWAP/CDS: (ITRAXX.XO.44 20-35%)                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |       387000 | OU      | $63542.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |       387000 | OU      | $23313.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.910000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84854374 | OU      | $16968.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: ZAR 7.040000 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      5383670 | OU      | $-5964.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.145000 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     95610494 | OU      | $1084.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: HUF 6.230000 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11567029 | OU      | $212.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: PLN 4.023000 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1380903 | OU      | $-3369.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CZK 3.903000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10045405 | OU      | $1850.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: EUR 2.334790 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       154983 | OU      | $-1010.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.392500 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1722415 | OU      | $1537.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.290000 03-OCT-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3714248 | OU      | $-3311.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.590000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     24797000 | OU      | $6144.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.645000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1076766 | OU      | $410.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.573000 17-DEC-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    612415335 | OU      | $-5557.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | SWAP/CDSWAP/SCDS: (ARGENT)                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |        35000 | OU      | $2918.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.637000 17-JUN-2027 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1537514160 | OU      | $-2254.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.625000 17-JUN-2027 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1519809226 | OU      | $-2352.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 13.883000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     21568924 | OU      | $1730.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.706040 17-JUN-2027 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3587076614 | OU      | $-3580.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 5.590000 16-DEC-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    317972432 | OU      | $-2923.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.310000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   1436069390 | OU      | $-10518.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.310000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   3338821890 | OU      | $-24455.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.360000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    797285482 | OU      | $9798.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.360000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   1851953342 | OU      | $22760.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.914000 17-DEC-2030 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3540807000 | OU      | $-26632.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |       151000 | OU      | $5634.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.420000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |    794947618 | OU      | $9364.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.370000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   1425553818 | OU      | $-10037.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.370000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   3314369818 | OU      | $-23335.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 9.420000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   1846521913 | OU      | $21751.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.810000 17-JUN-2027 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1195225500 | OU      | $-350.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | FSWP: OIS 9.540000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   6580248385 | OU      | $-41038.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | FSWP: OIS 9.540000 17-DEC-2027 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   2830251675 | OU      | $-17651.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | FSWP: OIS 9.540000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   3621181681 | OU      | $38959.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | FSWP: OIS 9.540000 17-DEC-2029 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   1558958182 | OU      | $16772.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 5.603000 16-DEC-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    159092027 | OU      | $-2527.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: AUD 4.969000 18-DEC-2035 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1880000 | OU      | $-7645.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 3.789000 28-JAN-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    139351000 | OU      | $-27529.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.5775 00 17-DEC-2030 CN                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    198450000 | OU      | $-15968.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | FSWP: OIS 5.640000 18-DEC-2035 CLI                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     79300000 | OU      | $-101.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | FSWP: OIS 4.440000 16-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    286106000 | OU      | $-61.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 3.682000 28-JAN-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     69525000 | OU      | $-3225.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | FSWP: OIS 4.435000 17-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1315876000 | OU      | $-252.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | FSWP: OIS 4.435000 17-DEC-2027 CLI                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   3343692000 | OU      | $-641.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: KRW 2.860000 25-NOV-2027 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 138282470000 | OU      | $-155149.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: GBP 4.450000 04-DEC-2055 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6089500 | OU      | $-6280.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | SWP: OIS 12.860000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       549000 | OU      | $-785.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: CNY 1.624000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9410000 | OU      | $-1796.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 3.228000 11-DEC-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     47229000 | OU      | $19384.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 3.591000 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140889000 | OU      | $-807.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 8.270000 05-DEC-2035 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     15706463 | OU      | $5691.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 3.592500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    138406000 | OU      | $-512.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | SWP: CZK 3.750000 19-DEC-2030 PRI                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     20575000 | OU      | $-3335.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | FSWP: OIS 7.960000 15-DEC-2028 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     10323000 | OU      | $284.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | FSWP: OIS 10.100000 18-MAR-2028 IB                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    674072000 | OU      | $3134.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | FSWP: OIS 3.617500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80230000 | OU      | $2411.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |         2923 | NS      | $242102.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                        | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       200000 | PA      | $200350.00    | 0.02%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                        | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       200000 | PA      | $200886.92    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $185620.00    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       364000 | PA      | $22913.19     | 0.00%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Meitu Inc                                                 | Meitu Inc                                                                        | CUSIP: 000000000<br>LEI: 529900P2POH56W116T02 | Long             | EC               | CORP              | KY        |         3000 | NS      | $2701.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                    | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       688000 | PA      | $690312.42    | 0.08%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                         | Johnson & Johnson                                                                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       514000 | PA      | $523990.42    | 0.06%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       336000 | PA      | $77280.00     | 0.01%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                             | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |       300000 | PA      | $342916.31    | 0.04%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        60000 | PA      | $59758.50     | 0.01%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                   | Biocon Biologics Global PLC                                                      | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $201000.00    | 0.02%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                       | Avianca Midco 2 PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       199000 | PA      | $200574.09    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS INC                                      | Flexsys Holdings Inc 2025 Second Out Refinancing Term Loan                       | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |        86572 | PA      | $4761.49      | 0.00%             | 2029-08-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                    | Froneri Lux Finco Sarl 2025 EUR Term Loan                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      2034884 | PA      | $2396082.79   | 0.27%             | 2032-09-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                         | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |        16197 | NS      | $178490.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR ENERGY CO ISSUE                                      | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       200000 | PA      | $194000.00    | 0.02%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                   | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       488000 | PA      | $469807.36    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |          213 | NS      | $82899.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      1204000 | PA      | $1201616.08   | 0.13%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $737843.75    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                          | Ambipar Lux Sarl                                                                 | CUSIP: 000000000<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |       310000 | PA      | $51729.70     | 0.01%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                           | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |        61182 | PA      | $66359.09     | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                     | Breakwater Energy Holdings Sarl                                                  | CUSIP: 000000000<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |       250000 | PA      | $261788.75    | 0.03%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $162000.00    | 0.02%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       162000 | PA      | $37260.00     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                   | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |       579381 | PA      | $574131.85    | 0.06%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                 | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $181624.00    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                   | CNH/INR One-touch barrier option; Barrier price CNH 11.90000                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |       252000 | OU      | $15.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 2Y RTP 4.300000 20-SEP-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -100304000 | OU      | $-271573.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | EUR P USD C @1.130000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -4991050 | OU      | $-52.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD/INR One-touch barrier option; Barrier price USD 87.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         8000 | OU      | $43.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 10Y RTP 2.940000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     -7505000 | OU      | $-113611.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 10Y RTP 4.000000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -17679000 | OU      | $-123131.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | 10Y RTR 3.270000 28-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -14262000 | OU      | $-24414.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | USD/CAD One-touch barrier option; Barrier price USD 1.36000                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |       106300 | OU      | $25517.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | USD/CAD One-touch barrier option; Barrier price USD 1.36000                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |        45000 | OU      | $10802.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | USD/INR One-touch barrier option; Barrier price USD 87.00000                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         5000 | OU      | $38.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | 30Y RTR 3.550000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     19093000 | OU      | $43014.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | 30Y RTR 3.250000 30-APR-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -19093000 | OU      | $-12810.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | 30Y RTR 3.770000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |      5002330 | OU      | $2892.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | 10Y RTR 3.570000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |      7512040 | OU      | $8912.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 5Y RTR 3.150000 06-FEB-2026                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |      8709000 | OU      | $4614.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 10Y RTR 3.450000 06-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |      5468540 | OU      | $2637.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | EUR C HUF P @388.0000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |       539000 | OU      | $878.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | EUR C HUF P @395.0000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |      -769000 | OU      | $-197.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | USD P MXN C @18.30000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | LU        |       533000 | OU      | $8573.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | JUN26 KOSPI2  C @ 735.34                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -230000 | NC      | $-1167.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | JUN26 KOSPI2  C @ 823.58                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -230000 | NC      | $-332.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | JUN26 KOSPI2  C @ 647.1                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       230000 | NC      | $3927.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | USD P CLP C @920.00 EO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -449000 | OU      | $-10917.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | USD C CLP P @940.00 EO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -449000 | OU      | $-283.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | USD P CLP C @920.00 EO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -178000 | OU      | $-4328.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | USD C CLP P @940.00 EO                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      -178000 | OU      | $-112.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 1Y RTR 2.450000 15-DEC-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  -5932300000 | OU      | $-2627.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 1Y RTR 2.850000 15-DEC-2026                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   5932300000 | OU      | $6360.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 10Y RTR 3.400000 18-FEB-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -15077000 | OU      | $-9483.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | 2Y RTP 3.580000 20-FEB-2026                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -34518000 | OU      | $-6880.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                            | EUR P USD C @1.130000 EO                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |      4991050 | OU      | $52.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | USD C TRY P @46.00000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | LU        |      -133000 | OU      | $-485.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | USD P TRY C @44.00000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       266000 | OU      | $3346.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 5Y RTR 2.900000 25-FEB-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     -8922000 | OU      | $-2629.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 10Y RTR 3.250000 25-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |     -4792000 | OU      | $-1621.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | ITRAXX.XO.44.V1 5YR RTP @ 287.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | KY        |      1100000 | OU      | $682.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | ITRAXX.XO.44.V1 5YR RTP @ 325.0000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | LU        |     -1571000 | OU      | $-436.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |     -7171200 | OU      | $-16787.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -890000 | OU      | $-13746.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -2024000 | OU      | $-31260.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | USD C COP P @3920.00 EO                                                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      1972000 | OU      | $72510.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P ZAR C @16.70000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     -7156500 | OU      | $-115863.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P MXN C @17.95000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     -7171200 | OU      | $-53497.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | 10Y RTP 3.960000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -13584000 | OU      | $-25750.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD/INR One-touch barrier option; Barrier price USD 88.15000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |       175546 | OU      | $11570.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 30Y RTP 4.300000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     -6007000 | OU      | $-26559.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 30Y RTR 4.200000 04-MAR-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     -6089500 | OU      | $-52544.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD/CZK One-touch barrier option; Barrier price USD 20.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |        94803 | OU      | $8241.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | 2Y RTP 4.000000 08-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    -40121774 | OU      | $-187732.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 1Y RTP 3.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -95289212 | OU      | $-61391.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 1Y RTR 3.000000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     95289212 | OU      | $99416.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                               | 1Y RTR 2.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -95289212 | OU      | $-31258.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | USD C BRL P @5.750000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -2838000 | OU      | $-17382.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | USD C BRL P @5.550000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      1893000 | OU      | $28701.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | AUD C USD P @0.671500 EO                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |      2511000 | OU      | $2721.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P MXN C @17.65000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -2372489 | OU      | $-7724.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 10Y RTR 3.500000 11-MAR-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -15003000 | OU      | $-31644.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P ZAR C @16.35000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -2377957 | OU      | $-17960.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -2372489 | OU      | $-7430.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                        | USD P IDR C @16325.00 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -2372489 | OU      | $-4386.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | GBP C USD P @1.345000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |       271000 | OU      | $3456.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | GBP P USD C @1.315000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -271000 | OU      | $-607.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | EUR P USD C @1.168500 EO                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |       765000 | OU      | $1561.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 10Y RTP 4.000000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     -9992000 | OU      | $-23511.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                      | 10Y RTR 3.600000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     -9992000 | OU      | $-22415.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | EUR C USD P @1.180000 EO                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      1186000 | OU      | $4269.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                          | 2Y RTP 4.500000 16-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    -60622000 | OU      | $-161969.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 10Y RTP 4.600000 16-DEC-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     -7515000 | OU      | $-55532.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                               | 10Y RTR 3.200000 16-DEC-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     -7515000 | OU      | $-44731.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      7171200 | OU      | $16787.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                        | USD/JPY Up-and-in barrier option; Barrier price USD 160.25000                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |      1725000 | OU      | $460.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                   | USD P IDR C @16250.00 EO                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -7156500 | OU      | $-6362.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |        80000 | PA      | $85103.20     | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       247000 | PA      | $78546.00     | 0.01%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                         | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $189734.00    | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       136000 | PA      | $137360.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      8000000 | PA      | $137822.71    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                 | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       351000 | PA      | $393295.50    | 0.04%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                  | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       200000 | PA      | $193312.00    | 0.02%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                       | Fondo MIVIVIENDA SA                                                              | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |       150000 | PA      | $150414.00    | 0.02%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                      | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       200000 | PA      | $204262.00    | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                                      | Grupo Posadas SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |       113559 | PA      | $113097.95    | 0.01%             | 2027-12-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       491000 | PA      | $159194.09    | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       185100 | PA      | $43035.75     | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                   | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       400000 | PA      | $375656.00    | 0.04%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                      | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       327436 | PA      | $333063.81    | 0.04%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bonds          | Trinidad & Tobago Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       200000 | PA      | $198200.00    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                         | Trinidad & Tobago Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       200000 | PA      | $201400.00    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                     | Nickel Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |       320000 | PA      | $331200.00    | 0.04%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       200000 | PA      | $202472.00    | 0.02%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                     | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |       770000 | PA      | $751712.50    | 0.08%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                            | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $1002190.00   | 0.11%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                  | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       495000 | PA      | $499795.31    | 0.06%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                    | India Cleantech Energy                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |       759000 | PA      | $749816.10    | 0.08%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                                | RESURGENT TRADE + INVT LTD                                                       | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |      1007000 | PA      | $1007000.00   | 0.11%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                     | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      1000000 | PA      | $987500.00    | 0.11%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                     | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      1000000 | PA      | $1015000.00   | 0.11%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       250000 | PA      | $252265.63    | 0.03%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                  | Medco Maple Tree Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       500000 | PA      | $521565.00    | 0.06%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       200000 | PA      | $200500.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                     | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       800000 | PA      | $815184.00    | 0.09%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                       | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |       200000 | PA      | $198712.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                   | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |       414000 | PA      | $409085.82    | 0.05%             | 2026-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                  | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       305744 | PA      | $315298.24    | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (BRAZIL)                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1867321 | OU      | $-32288.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CHILE)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       204299 | OU      | $-5281.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (COLOM)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       192400 | OU      | $-9165.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (KOREA)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       350206 | OU      | $12431.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (MEX)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1051957 | OU      | $4498.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (TURKEY)                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       260487 | OU      | $-11931.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (KSA)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       191539 | OU      | $2784.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CDX.NA.IG.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      1750200 | OU      | $39613.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CDX.NA.HY.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       786387 | OU      | $60974.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (ITRAXX.EUR.43.V1)                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      2922161 | OU      | $81811.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      6725000 | OU      | $-543950.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CDX.EM.44.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       380474 | OU      | $3979.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (ITRAXX.EUR.44.V1)                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       721000 | OU      | $-19785.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (ITRAXX.FINSR.44.V1)                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      2265000 | OU      | $-57546.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (ITRAXX.ASIA.XJ.IG.44.V1)                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       164886 | OU      | $-2676.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       263000 | OU      | $-34607.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      4591000 | OU      | $-357258.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

**Name of Applicant:** BlackRock Strategic Global Bond Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer