# EDGAR Filing Document

**Accession Number:** 0000851170
**File Stem:** 0001410368-26-007046
**Filing Date:** 2026-1
**Character Count:** 523011
**Document Hash:** f0281ed557fd1ce685cdb71b898bddcf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-007046.hdr.sgml**: 20260126

**ACCESSION NUMBER**: 0001410368-26-007046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260126

**DATE AS OF CHANGE**: 20260126

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS CHARTER INCOME TRUST
- **CENTRAL INDEX KEY:** 0000851170

**ORGANIZATION NAME:**
- **EIN:** 043055815
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05822
- **FILM NUMBER:** 26558573

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS PRINCIPAL INCOME TRUST
- **DATE OF NAME CHANGE:** 19890906

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS CHARTER INCOME TRUST

- **b. Investment Company Act file number:** 811-05822

- **c. CIK number of Registrant:** 0000851170

- **d. LEI of Registrant:** 1LFFWFMKO22SVR346G33

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

- **a. Name of Series:** MFS CHARTER INCOME TRUST

- **c. LEI of Series:** 1LFFWFMKO22SVR346G33

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $379041218.44

**Total Liabilities:** $97571048.30

**Net Assets:** $281470170.14

**Delayed Delivery Securities:** $888517.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -124.44000000 | **1-Year:** -1787.82000000 | **5-Year:** -9979.09000000 | **10-Year:** -14110.48000000 | **30-Year:** -4649.49000000

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

- **3-Month:** -1213.03000000 | **1-Year:** -18010.37000000 | **5-Year:** -34641.96000000 | **10-Year:** -9672.77000000 | **30-Year:** -2254.39000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.17%                | -0.70%               | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-305945.23              | $1833753.48                                |
| Month 2  | $628925.76               | $-625049.90                                |
| Month 3  | $-80386.45               | $279237.96                                 |

**Designated Index Information**

- **Index Name:** 42% BBG US HY 2% Issuer Cap, 20% BBG US Gov/Mtge BI, 15.2% FTSE WGBI non Dollar, 12.8% JPM GBI-EM Gbl Div, 10% BBG US Credit

- **Index Identifier:** 42% LF89TRUU, 20% LUMSTRUU, 15.2% SBNUU, 12.8% JGENVUUG, 10% LUCRTRUU

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      56000 | PA      | $58267.38     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $212759.20    | 0.08%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                                                                              | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      69000 | PA      | $69686.19     | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1068125.67   | 0.38%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      47000 | PA      | $47833.84     | 0.02%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $23305.86     | 0.01%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41227.77     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50837.08     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                                | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     855000 | PA      | $906857.02    | 0.32%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     721000 | PA      | $734748.03    | 0.26%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39094.36     | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18861.68     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $181717.73    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     795000 | PA      | $814301.81    | 0.29%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                     | ACREC 2021-FL1 Ltd                                                                                                                     | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229500 | PA      | $229434.52    | 0.08%             | 2036-10-16      | Floating      | 6.23%                 | Yes           | 2                  | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                            | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     750000 | PA      | $755827.19    | 0.27%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| AECOM                                                   | AECOM                                                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     872000 | PA      | $896363.68    | 0.32%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     109000 | PA      | $112891.74    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                                                                                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     562000 | PA      | $578765.02    | 0.21%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                  | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1316134.48   | 0.47%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     236000 | PA      | $239225.18    | 0.08%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                 | Algonquin Power & Utilities Corp                                                                                                       | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28140.73     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                                                                           | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     572000 | PA      | $583945.65    | 0.21%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     317000 | PA      | $313256.99    | 0.11%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     496000 | PA      | $515339.04    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $478352.48    | 0.17%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     548000 | PA      | $576965.64    | 0.20%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                            | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $308011.01    | 0.11%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1103250.42   | 0.39%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     116000 | PA      | $117056.70    | 0.04%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                                  | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50000 | PA      | $42533.10     | 0.02%             | 2055-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     265684 | PA      | $272674.97    | 0.10%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     603758 | PA      | $594905.58    | 0.21%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     154020 | PA      | $149850.56    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $183562.50    | 0.07%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     784000 | PA      | $822931.09    | 0.29%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                                                                         | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     563000 | PA      | $586928.63    | 0.21%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                      | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291778.86    | 0.10%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                                      | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     517000 | PA      | $522140.53    | 0.19%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56842.47     | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                                                                      | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      86000 | PA      | $77764.13     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                       | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $803703.65    | 0.29%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     231000 | PA      | $225298.78    | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     304000 | PA      | $312399.52    | 0.11%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     460000 | PA      | $475902.20    | 0.17%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                  | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                                                            | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     574000 | PA      | $587232.42    | 0.21%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-9                                                                                                        | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     190624 | PA      | $190555.95    | 0.07%             | 2069-09-25      | Variable      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-12                                                                                                       | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     174468 | PA      | $175714.77    | 0.06%             | 2069-10-25      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-1                                                                                                        | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      84118 | PA      | $84695.95     | 0.03%             | 2070-01-25      | Variable      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42735.00     | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38543.74     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40457.63     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                 | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     208000 | PA      | $207932.80    | 0.07%             | 2037-01-15      | Floating      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     713000 | PA      | $697867.29    | 0.25%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98787.19     | 0.04%             | 2037-01-20      | Floating      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $97808.77     | 0.03%             | 2037-01-20      | Floating      | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     768494 | PA      | $543978.48    | 0.19%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     162000 | PA      | $162856.98    | 0.06%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     418000 | PA      | $453552.57    | 0.16%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                                                                           | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35104 | PA      | $35375.16     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      48000 | PA      | $43148.70     | 0.02%             | 2032-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19864.75     | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44863.14     | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28805.27     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12280.83     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                                                                            | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      41000 | PA      | $40670.64     | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     811000 | PA      | $835954.47    | 0.30%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     229000 | PA      | $237755.13    | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    1053000 | PA      | $1111576.28   | 0.39%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     242000 | PA      | $252602.75    | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                                                                           | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1901265 | PA      | $84267.67     | 0.03%             | 2053-04-15      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                                                                           | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2176957 | PA      | $136309.09    | 0.05%             | 2054-02-15      | Variable      | 1.68%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                                                                                   | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     911976 | PA      | $44875.16     | 0.02%             | 2054-07-15      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     422000 | PA      | $377486.98    | 0.13%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100031.14    | 0.04%             | 2041-06-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100062.32    | 0.04%             | 2041-06-15      | Floating      | 6.35%                 | Yes           | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                       | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     129000 | PA      | $130939.94    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                  | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     730000 | PA      | $639898.22    | 0.23%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     939000 | PA      | $974774.96    | 0.35%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     944000 | PA      | $870429.36    | 0.31%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     442000 | PA      | $454909.05    | 0.16%             | 2029-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                                              | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $832904.80    | 0.30%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      69000 | PA      | $63525.57     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18459.69     | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105437.45    | 0.04%             | 2036-05-09      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     909000 | PA      | $965236.01    | 0.34%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                                                                        | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1282981 | PA      | $52870.62     | 0.02%             | 2064-06-15      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| Bank                                                    | BANK 2022-BNK41                                                                                                                        | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257000 | PA      | $241883.59    | 0.09%             | 2065-04-15      | Variable      | 3.92%                 | No            | 2                  | On Loan: No      |
| Bank                                                    | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987078 | PA      | $36730.37     | 0.01%             | 2063-06-15      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                                                                        | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1561370 | PA      | $44644.87     | 0.02%             | 2054-04-15      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     519000 | PA      | $541057.50    | 0.19%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $179340.00    | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     454000 | PA      | $410867.90    | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17098.67     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22419.80     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                                                                                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     518000 | PA      | $546351.12    | 0.19%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                                                                         | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52678 | PA      | $119593.87    | 0.04%             | 2040-12-28      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     779000 | PA      | $842992.51    | 0.30%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                      | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3564473 | PA      | $164934.60    | 0.06%             | 2054-02-15      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B18 Mortgage Trust                                                                                                      | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740713 | PA      | $138185.12    | 0.05%             | 2053-07-15      | Variable      | 1.85%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                                      | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1975511 | PA      | $76441.81     | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                                                                      | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350571 | PA      | $174038.57    | 0.06%             | 2054-06-15      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B28 Mortgage Trust                                                                                                      | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2270013 | PA      | $112448.50    | 0.04%             | 2054-08-15      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6739832 | PA      | $320435.86    | 0.11%             | 2054-07-15      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                                                                      | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8920756 | PA      | $351453.70    | 0.12%             | 2055-07-15      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      17000 | PA      | $14572.89     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     560000 | PA      | $570533.60    | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82655.75     | 0.03%             | 2050-05-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28288.41     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     266000 | PA      | $277602.12    | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $129551.28    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $331268.80    | 0.12%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $257085.48    | 0.09%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     481000 | PA      | $507259.11    | 0.18%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      61000 | PA      | $63404.21     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      89000 | PA      | $94736.00     | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70901.53     | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22719.57     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     115000 | PA      | $64500.23     | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      77000 | PA      | $77910.95     | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41653.33     | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $58023.46     | 0.02%             | 2028-12-21      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      93000 | PA      | $67190.00     | 0.02%             | 2034-12-21      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     202000 | PA      | $191149.75    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     475000 | PA      | $497496.00    | 0.18%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                               | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     353000 | PA      | $372306.63    | 0.13%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $83356.17     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                                                                                     | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164186 | PA      | $165775.29    | 0.06%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77211 | PA      | $78889.83     | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      77211 | PA      | $79639.48     | 0.03%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           | 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        |    2033000 | PA      | $1936385.94   | 0.69%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1157451.50   | 0.41%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1294951.04   | 0.46%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                 | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $355317.64    | 0.13%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89116 | PA      | $76075.91     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89945 | PA      | $63199.85     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     344000 | PA      | $285835.72    | 0.10%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1422711.24   | 0.51%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $579856.96    | 0.21%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $157000.02    | 0.06%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $142589.09    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     783000 | PA      | $816549.98    | 0.29%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     469000 | PA      | $373064.88    | 0.13%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28882.33     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     710000 | PA      | $740177.84    | 0.26%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     372000 | PA      | $371250.72    | 0.13%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     242000 | PA      | $146607.89    | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                                                                                  | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     114000 | PA      | $112353.64    | 0.04%             | 2035-09-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1480065.72   | 0.53%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Cathedral Lake LTD                                      | Cathedral Lake VI Ltd                                                                                                                  | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |     126020 | PA      | $125811.06    | 0.04%             | 2034-04-25      | Floating      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                              | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     755000 | PA      | $740613.25    | 0.26%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                     | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     674000 | PA      | $695723.02    | 0.25%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $579674.54    | 0.21%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $42363.20     | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47906.41     | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18769.10     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     862000 | PA      | $770020.38    | 0.27%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                                                                            | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56584.43     | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      37736 | PA      | $37950.71     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $201366.03    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     128000 | PA      | $132011.90    | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     511000 | PA      | $532126.27    | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     201000 | PA      | $210559.36    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     381000 | PA      | $396041.88    | 0.14%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 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              | N/A       |     175000 | PA      | $180000.63    | 0.06%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                                                                      | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     689000 | PA      | $704203.47    | 0.25%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     958000 | PA      | $892627.33    | 0.32%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180518.28    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     768000 | PA      | $809009.66    | 0.29%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     465000 | PA      | $464176.53    | 0.16%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     557000 | PA      | $557873.93    | 0.20%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     473000 | PA      | $474526.37    | 0.17%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                                                                        | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      84759 | PA      | $85303.10     | 0.03%             | 2069-02-25      | Variable      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $19329.38     | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $63658.53     | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                                                                           | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52635.12     | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $201364.53    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1047165.41   | 0.37%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                          | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     718000 | PA      | $751728.77    | 0.27%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $142253.40    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     787000 | PA      | $546178.00    | 0.19%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $205750.00    | 0.07%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      68000 | PA      | $58561.18     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     519000 | PA      | $259662.20    | 0.09%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     275000 | PA      | $220814.39    | 0.08%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $410020.00    | 0.15%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48689.37     | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      21000 | PA      | $19573.46     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      36000 | PA      | $37606.16     | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $293828.08    | 0.10%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $588689.21    | 0.21%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                                                                       | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |    4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                   | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     402000 | PA      | $407103.79    | 0.14%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                                                                                   | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     231000 | PA      | $233576.01    | 0.08%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     678000 | PA      | $671569.64    | 0.24%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           | 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        |     748000 | PA      | $784020.69    | 0.28%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $327830.08    | 0.12%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $204786.73    | 0.07%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $153179.67    | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      53000 | PA      | $39241.05     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     479000 | PA      | $508563.88    | 0.18%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $254158.40    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 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        |     176000 | PA      | $174825.89    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     494000 | PA      | $515839.74    | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     599000 | PA      | $506974.19    | 0.18%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     761000 | PA      | $769294.90    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $160192.50    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                                                                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     778000 | PA      | $654974.94    | 0.23%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                    | Dotdash Meredith Inc                                                                                                                   | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     530000 | PA      | $480010.40    | 0.17%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-4728.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $29.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $122.61       | 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      | $360.81       | 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      | $756.29       | 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      | $2088.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $534.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $-1190.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $181.68       | 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      | $658.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $277.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | HU        |          1 | NC      | $1076.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $7346.49      | 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      | $-3462.24     | -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      | $828.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-366.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-309.44      | -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      | $-228.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $-1846.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-6.48        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-344.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $11820.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $833.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $-686.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $277.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-92.32       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $688.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $72.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-8182.30     | -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      | $30655.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-26912.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $1761.36      | 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      | $88655.21     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $6381.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $5683.00      | 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      | $-13818.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $1407.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD ZAR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-13529.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-20678.57    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $784.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1446.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-26598.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $63855.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |          1 | NC      | $4112.22      | 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      | $-21953.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-21346.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $2079.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED PEN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $2846.46      | 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      | $103241.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $-20360.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | NO        |          1 | NC      | $-2267.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-446.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $177.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $723.49       | 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      | $853.17       | 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      | $-246.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $190.48       | 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      | $-858.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $165.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $268.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $12368.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-122.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1361.73      | 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      | $-2144.22     | -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      | $465.15       | 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      | $147.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $15304.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $1.93         | 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      | $-634.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $-1624.97     | -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      | $1599.72      | 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      | $724.94       | 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      | $722.69       | 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      | $-3552.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-584.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $-857.05      | -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      | $-1545.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $-721.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $-1965.23     | -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      | $-708.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $16302.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4205.43     | -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      | $-2126.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $435.64       | 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      | $-6270.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-3626.50     | -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      | $-547.48      | -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      | $-542.05      | -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      | $-590.70      | -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      | $-1027.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $2176.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2117.88     | -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      | $-6034.43     | -0.00%            |  |  |  | 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      | $-8626.35     | -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      | $2054.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3352.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $4371.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2983.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch International                             | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | ZA        |          1 | NC      | $1491.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED TRY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |          1 | NC      | $1876.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-412.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-411.28      | -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      | $-482.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $1126.28      | 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      | $2431.46      | 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      | $-139.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $432.78       | 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      | $-555.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $279.64       | 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      | $-316.30      | -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      | $-667.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-29.71       | -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      | $596.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $135.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $15.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-135.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $79.44        | 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      | $-961.37      | -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      | $-1836.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $171.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-3021.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1193.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $1936.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3243.91     | -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      | $2402.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3475.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2943.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $31.08        | 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      | $-6680.81     | -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      | $7463.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-753.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4587.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $5331.31      | 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      | $-742.86      | -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      | $-601.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $142.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2899.54     | -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      | $-354.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-148.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1729.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $1744.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1790.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |          1 | NC      | $-791.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                             | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $1189.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-420.59      | -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      | $911.31       | 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      | $2425.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-4556.69     | -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      | $-11989.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED TRY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |          1 | NC      | $526.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $915.64       | 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      | $-84.02       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20711.71     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      72000 | PA      | $78750.03     | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBA8<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100595.27    | 0.04%             | 2039-06-10      | Variable      | 6.20%                 | Yes           | 2                  | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100519.42    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100266.74    | 0.04%             | 2039-06-10      | Variable      | 6.85%                 | Yes           | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     500000 | PA      | $507595.00    | 0.18%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76877.86     | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     526569 | PA      | $546862.97    | 0.19%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     613224 | PA      | $676079.46    | 0.24%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                                     | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     797000 | PA      | $800985.18    | 0.28%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60555.58     | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $40098.98     | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                              | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     646000 | PA      | $669484.04    | 0.24%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                                                                                | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     802000 | PA      | $806010.00    | 0.29%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                  | Empire District Bondco LLC                                                                                                             | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142155 | PA      | $144379.62    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     635000 | PA      | $662643.46    | 0.24%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     859000 | PA      | $855841.54    | 0.30%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     246000 | PA      | $242584.41    | 0.09%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     473000 | PA      | $449990.96    | 0.16%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                                                 | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     348000 | PA      | $328505.60    | 0.12%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57862.90     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                                                                                    | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     474000 | PA      | $471935.16    | 0.17%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $180409.98    | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $213422.00    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                                                                                  | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      27646 | PA      | $27778.26     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                                                                                  | CUSIP: 29390HAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |      47990 | PA      | $48152.46     | 0.02%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102280.89    | 0.04%             | 2041-07-05      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102426.31    | 0.04%             | 2041-07-05      | Variable      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56852.61     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                      | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26928.63     | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1073000 | PA      | $1035005.89   | 0.37%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                                                                             | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      90000 | PA      | $92963.75     | 0.03%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1106994.45   | 0.39%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     106000 | PA      | $77369.49     | 0.03%             | 2027-12-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $57506.37     | 0.02%             | 2054-03-22      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $72084.16     | 0.03%             | 2035-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                                              | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     507000 | PA      | $516137.15    | 0.18%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11952 | PA      | $12251.84     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64685 | PA      | $64776.64     | 0.02%             | 2038-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40462 | PA      | $33134.96     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     582541 | PA      | $519427.14    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     186546 | PA      | $187249.52    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112592 | PA      | $110386.61    | 0.04%             | 2053-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19685 | PA      | $17645.48     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133CAS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35065 | PA      | $36154.55     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20718 | PA      | $16949.68     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     104889 | PA      | $20339.24     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174787 | PA      | $171663.33    | 0.06%             | 2052-09-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176697 | PA      | $174046.01    | 0.06%             | 2052-10-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BNW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192266 | PA      | $188639.26    | 0.07%             | 2052-09-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     146233 | PA      | $147202.78    | 0.05%             | 2055-01-25      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5606 | PA      | $5845.51      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31376KQF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11987 | PA      | $12508.54     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15572000 | PA      | $102328.28    | 0.04%             | 2028-02-25      | Variable      | 0.43%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36576000 | PA      | $113974.47    | 0.04%             | 2028-02-25      | Variable      | 0.26%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455646 | PA      | $22865.50     | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     901677 | PA      | $43300.60     | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15983000 | PA      | $53408.79     | 0.02%             | 2028-04-25      | Variable      | 0.25%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1827262 | PA      | $61015.21     | 0.02%             | 2029-07-25      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448000 | PA      | $7034.32      | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     845640 | PA      | $58646.23     | 0.02%             | 2030-04-25      | Variable      | 1.91%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731897 | PA      | $52719.13     | 0.02%             | 2030-04-25      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034877 | PA      | $147604.69    | 0.05%             | 2030-05-25      | Variable      | 1.91%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896340 | PA      | $59958.51     | 0.02%             | 2030-05-25      | Variable      | 1.77%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821458 | PA      | $44821.05     | 0.02%             | 2030-06-25      | Variable      | 1.44%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719995 | PA      | $47922.44     | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3158016 | PA      | $40332.92     | 0.01%             | 2031-01-25      | Variable      | 0.41%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3708288 | PA      | $81858.23     | 0.03%             | 2031-03-25      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670491 | PA      | $32019.03     | 0.01%             | 2031-07-25      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2699427 | PA      | $74771.43     | 0.03%             | 2031-09-25      | Variable      | 0.63%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659754 | PA      | $18971.09     | 0.01%             | 2031-12-25      | Variable      | 0.66%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     354955 | PA      | $7770.76      | 0.00%             | 2030-01-25      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HMJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32867 | PA      | $32997.25     | 0.01%             | 2055-08-25      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                                     | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97379 | PA      | $102111.56    | 0.04%             | 2055-09-25      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        733 | PA      | $757.73       | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31390ABV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2250 | PA      | $2327.59      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31401WV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16839 | PA      | $17079.61     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31402KJ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2541 | PA      | $2577.34      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1363 | PA      | $1407.56      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44644 | PA      | $45752.95     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37092 | PA      | $35211.21     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22111 | PA      | $18113.48     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92199 | PA      | $93804.93     | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30696 | PA      | $29119.28     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39646 | PA      | $33749.67     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82553 | PA      | $70275.62     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17075 | PA      | $15326.02     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81626 | PA      | $69647.38     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214359 | PA      | $182473.45    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XJXX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     428040 | PA      | $409554.02    | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XQPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329424 | PA      | $294198.38    | 0.10%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16837 | PA      | $17726.99     | 0.01%             | 2037-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21510 | PA      | $17617.97     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59460 | PA      | $51146.68     | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65216 | PA      | $60953.71     | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140286 | PA      | $140685.54    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EP87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21763 | PA      | $22579.41     | 0.01%             | 2043-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      62828 | PA      | $65542.62     | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                                                                               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86237.01     | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | 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        |     796000 | PA      | $742385.98    | 0.26%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $341871.08    | 0.12%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     380000 | PA      | $406974.30    | 0.14%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      60000 | PA      | $47805.61     | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      46000 | PA      | $29978.68     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57581.27     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14458.74     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $202002.00    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29885.91     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Fortress CBO Investments Ltd                            | FORT CRE 2022-FL3 Issuer LLC                                                                                                           | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      77945 | PA      | $77864.42     | 0.03%             | 2039-02-23      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     693000 | PA      | $695690.92    | 0.25%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FTAI AVIATION INVESTORS                                 | FTAI Aviation Investors LLC                                                                                                            | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     442000 | PA      | $470577.95    | 0.17%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                                   | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145551.58    | 0.05%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     552000 | PA      | $578702.88    | 0.21%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     218000 | PA      | $233262.40    | 0.08%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                   | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     593000 | PA      | $598562.34    | 0.21%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     651000 | PA      | $638255.05    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     288000 | PA      | $302349.02    | 0.11%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21994 | PA      | $19850.27     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40755 | PA      | $36796.52     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100120 | PA      | $86927.17     | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19230 | PA      | $18397.80     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     259756 | PA      | $225773.29    | 0.08%             | 2052-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28939 | PA      | $27672.18     | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      38066 | PA      | $34410.97     | 0.01%             | 2052-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39960 | PA      | $38200.17     | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51316 | PA      | $52200.95     | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      58512 | PA      | $58771.27     | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98950 | PA      | $99282.45     | 0.04%             | 2053-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40354 | PA      | $40975.29     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49876 | PA      | $45749.83     | 0.02%             | 2055-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5XL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24959 | PA      | $22890.06     | 0.01%             | 2055-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     713000 | PA      | $730988.28    | 0.26%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $297735.27    | 0.11%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                                                                          | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     474000 | PA      | $493963.93    | 0.18%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     897000 | PA      | $936886.65    | 0.33%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     576000 | PA      | $592261.08    | 0.21%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56313.96     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                                   | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $271831.12    | 0.10%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                 | Global Aircraft Leasing Co Ltd                                                                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     573000 | PA      | $592616.08    | 0.21%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                              | goeasy Ltd                                                                                                                             | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     401000 | PA      | $378365.47    | 0.13%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      96000 | PA      | $97574.32     | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      98000 | PA      | $99524.26     | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66822 | PA      | $65582.32     | 0.02%             | 2045-10-20      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113567 | PA      | $115856.31    | 0.04%             | 2055-06-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72752 | PA      | $72791.14     | 0.03%             | 2054-10-20      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98627 | PA      | $98582.25     | 0.04%             | 2055-06-20      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| GRAHAM HOLDINGS CO                                      | Graham Holdings Co                                                                                                                     | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     581000 | PA      | $581682.56    | 0.21%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78075.48     | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     463000 | PA      | $479857.83    | 0.17%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     348000 | PA      | $348602.04    | 0.12%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                                                                        | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $409200.00    | 0.15%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     382000 | PA      | $370540.00    | 0.13%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     430000 | PA      | $446555.00    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     735000 | PA      | $758736.26    | 0.27%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28395.49     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34153.29     | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HAWAIIAN ELEC CO                                        | Hawaiian Electric Co Inc                                                                                                               | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     645000 | PA      | $653085.72    | 0.23%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     447000 | PA      | $447455.49    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     271000 | PA      | $288040.21    | 0.10%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                                                                                    | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57234.61     | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1231691.51   | 0.44%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     644000 | PA      | $598458.32    | 0.21%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     287000 | PA      | $295938.62    | 0.11%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     112000 | PA      | $83631.32     | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                                          | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      77000 | PA      | $47962.28     | 0.02%             | 2050-10-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     201000 | PA      | $200997.95    | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     837000 | PA      | $876996.05    | 0.31%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     348000 | PA      | $362095.04    | 0.13%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      31000 | PA      | $32072.82     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      64000 | PA      | $65684.21     | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     650000 | PA      | $658818.86    | 0.23%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     537000 | PA      | $558990.78    | 0.20%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      67000 | PA      | $71052.22     | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                            | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     596000 | PA      | $627290.00    | 0.22%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $56759.09     | 0.02%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19214.33     | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20027.52     | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     981000 | PA      | $994968.46    | 0.35%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                                                                           | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $476082.05    | 0.17%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     571000 | PA      | $575259.66    | 0.20%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243000 | PA      | $244366.63    | 0.09%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                                                                        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $737050.38    | 0.26%             | 2031-02-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     708000 | PA      | $739473.43    | 0.26%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43137.05     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                 | ION Platform Finance US Inc                                                                                                            | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     579000 | PA      | $551680.99    | 0.20%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Iowa Student Loan Liquidity Corp                        | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                                    | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      55000 | PA      | $53228.35     | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     427000 | PA      | $426515.87    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     600000 | PA      | $624219.60    | 0.22%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     537000 | PA      | $561683.21    | 0.20%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     672000 | PA      | $670816.07    | 0.24%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     923000 | PA      | $917746.47    | 0.33%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     406000 | PA      | $415128.13    | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     581000 | PA      | $544404.79    | 0.19%             | 2032-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      26000 | PA      | $27167.93     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27363.85     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                                                                          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27677.21     | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                                                                                 | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     459000 | PA      | $478611.23    | 0.17%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     108000 | PA      | $96260.27     | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      28000 | PA      | $20290.40     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      46000 | PA      | $48141.14     | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      54000 | PA      | $57045.93     | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1552378.44   | 0.55%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co                                                          | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      48000 | PA      | $49132.92     | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $737532.93    | 0.26%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      28000 | PA      | $25253.94     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           | 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        |     963000 | PA      | $1006073.06   | 0.36%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                 | Kingpin Intermediate Holdings LLC                                                                                                      | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |     581000 | PA      | $538668.51    | 0.19%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                                                                       | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     446000 | PA      | $469072.92    | 0.17%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                | Kraken Oil & Gas Partners LLC                                                                                                          | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     410000 | PA      | $405864.29    | 0.14%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $48716.58     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      56000 | PA      | $54600.88     | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LFS TOPCO LLC                                           | LFS Topco LLC                                                                                                                          | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     586000 | PA      | $572951.25    | 0.20%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                                                                             | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $206240.24    | 0.07%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     102000 | PA      | $99934.74     | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18601.55     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     452000 | PA      | $438039.03    | 0.16%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      89000 | PA      | $86688.14     | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     523000 | PA      | $539066.56    | 0.19%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     448047 | PA      | $400899.01    | 0.14%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     316769 | PA      | $322593.43    | 0.11%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     292284 | PA      | $299368.96    | 0.11%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                                                                                   | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      47000 | PA      | $43185.55     | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     744000 | PA      | $758718.55    | 0.27%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38002.01     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                | Lindblad Expeditions LLC                                                                                                               | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     516000 | PA      | $529200.83    | 0.19%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                                                                          | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99772.06     | 0.04%             | 2036-07-15      | Floating      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41197.41     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      73000 | PA      | $77674.12     | 0.03%             | 2032-03-13      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     213000 | PA      | $213001.70    | 0.08%             | 2036-07-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     755000 | PA      | $755012.84    | 0.27%             | 2036-07-15      | Floating      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110841 | PA      | $110342.44    | 0.04%             | 2037-02-19      | Floating      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                                                                                 | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135951 | PA      | $136268.04    | 0.05%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |    4931415 | NS      | $4932401.36   | 1.75%             |  |  |  | No            | 1                  | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $547708.33    | 0.19%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     257000 | PA      | $216434.99    | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $454417.12    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                                                                      | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     349917 | PA      | $350690.32    | 0.12%             | 2039-03-19      | Floating      | 6.65%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      57000 | PA      | $57814.73     | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $42101.64     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     577000 | PA      | $607106.13    | 0.22%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     630000 | PA      | $503918.10    | 0.18%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     306000 | PA      | $288334.07    | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     434000 | PA      | $393965.58    | 0.14%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                     | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     771000 | PA      | $792389.85    | 0.28%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                                                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     260000 | PA      | $176800.00    | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     481000 | PA      | $511068.20    | 0.18%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | Marathon Petroleum Corp                                                                                                                | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49850.64     | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38926.49     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      89000 | PA      | $92080.93     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      61000 | PA      | $62179.89     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47215.49     | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63667.50     | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                                                                          | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83484.85     | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |      65000 | PA      | $56553.46     | 0.02%             | 2037-07-01      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $140516.69    | 0.05%             | 2038-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                    | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                               | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     135000 | PA      | $138950.78    | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                         | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      22000 | PA      | $17646.49     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     447000 | PA      | $457852.27    | 0.16%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     239000 | PA      | $242721.71    | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     214000 | PA      | $213864.11    | 0.08%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $408438.29    | 0.15%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     614000 | PA      | $635072.48    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     487000 | PA      | $482829.58    | 0.17%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                                            | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5219.07      | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      70000 | PA      | $59682.19     | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      71000 | PA      | $44883.05     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19441.85     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     685000 | PA      | $665645.39    | 0.24%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     822000 | PA      | $863095.89    | 0.31%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     175000 | PA      | $181890.63    | 0.06%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     656000 | PA      | $651504.69    | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     194000 | PA      | $198181.28    | 0.07%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                                  | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     745000 | PA      | $761028.14    | 0.27%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                                                                                 | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1009043 | PA      | $44141.60     | 0.02%             | 2054-05-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                                                                                 | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    2882830 | PA      | $109327.60    | 0.04%             | 2054-06-15      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     154000 | PA      | $150156.74    | 0.05%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     134000 | PA      | $140464.69    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     290000 | PA      | $281520.52    | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     833000 | PA      | $834945.89    | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                    | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     231000 | PA      | $235554.13    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $209136.64    | 0.07%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     741000 | PA      | $749047.26    | 0.27%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     289000 | PA      | $293306.10    | 0.10%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                         | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     601000 | PA      | $605818.22    | 0.22%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                                         | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     873000 | PA      | $886611.82    | 0.31%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |      36000 | PA      | $34717.77     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |      17000 | PA      | $17297.62     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     703000 | PA      | $686479.99    | 0.24%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     718000 | PA      | $714728.00    | 0.25%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     230000 | PA      | $232538.47    | 0.08%             | 2031-05-15      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                                                                                     | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     229000 | PA      | $229229.65    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS                                      | New Flyer Holdings Inc                                                                                                                 | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     528000 | PA      | $565497.50    | 0.20%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                                                                           | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     479000 | PA      | $509430.39    | 0.18%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                     | New Home Co Inc/The                                                                                                                    | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     484000 | PA      | $498531.72    | 0.18%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     370000 | PA      | $348407.69    | 0.12%             | 2032-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     767000 | PA      | $737066.44    | 0.26%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     361000 | PA      | $354676.22    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     536000 | PA      | $549308.88    | 0.20%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                                         | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     291000 | PA      | $290261.47    | 0.10%             | 2028-09-29      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      53000 | PA      | $56642.85     | 0.02%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57596.71     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     104000 | PA      | $111950.09    | 0.04%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                            | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     472000 | PA      | $478207.74    | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     761000 | PA      | $732160.00    | 0.26%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     429000 | PA      | $444537.95    | 0.16%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     692000 | PA      | $724926.05    | 0.26%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                                     | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      23000 | PA      | $24102.40     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $537958.85    | 0.19%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     493000 | PA      | $530199.52    | 0.19%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM2 Trust                                                                                                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     184761 | PA      | $185895.90    | 0.07%             | 2063-12-25      | Variable      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     613000 | PA      | $632770.48    | 0.22%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322652.48    | 0.11%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      78445 | PA      | $78917.37     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      62000 | PA      | $62369.93     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28829.93     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Oklahoma Development Finance Authority                  | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                               | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     246000 | PA      | $244470.79    | 0.09%             | 2028-08-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67656.82     | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           | 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        |     554000 | PA      | $527899.29    | 0.19%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 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        |     763000 | PA      | $786662.92    | 0.28%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     416000 | PA      | $423910.66    | 0.15%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     354000 | PA      | $371887.97    | 0.13%             | 2031-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $620862.00    | 0.22%             | 2029-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     851000 | PA      | $879776.57    | 0.31%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| OPAL BIDCO                                              | OPAL BIDCO                                                                                                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     298000 | PA      | $307183.17    | 0.11%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      31000 | PA      | $22634.59     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26543.81     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1309420.91   | 0.47%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     297000 | PA      | $307054.64    | 0.11%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     539000 | PA      | $538967.01    | 0.19%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      75000 | PA      | $79429.52     | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      27000 | PA      | $28394.29     | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      76000 | PA      | $74451.68     | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $81066.39     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2025-INV10                                                                                                              | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101468 | PA      | $101465.94    | 0.04%             | 2056-10-01      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18814.98     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      17000 | PA      | $18448.92     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1176710.90   | 0.42%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $1059149.41   | 0.38%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $211476.62    | 0.08%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           | 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              | CORP              | US        |     611000 | PA      | $593087.37    | 0.21%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     888000 | PA      | $909479.83    | 0.32%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24664.23     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      58000 | PA      | $60318.70     | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      97000 | PA      | $67341.58     | 0.02%             | 2044-03-25      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| PEMBINA PIPELINE CORP                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      54000 | PA      | $41367.61     | 0.01%             | 2033-06-28      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1590431.02   | 0.57%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                                                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     659000 | PA      | $637156.19    | 0.23%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514396.00    | 0.18%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     357000 | PA      | $371753.38    | 0.13%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     313000 | PA      | $320800.90    | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                                           | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     808000 | PA      | $788843.86    | 0.28%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     433000 | PA      | $444258.00    | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     866000 | PA      | $704702.48    | 0.25%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $96549.49     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     669000 | PA      | $701176.98    | 0.25%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                        | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77703.19     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                | Phoenix Aviation Capital Ltd                                                                                                           | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     410000 | PA      | $436161.69    | 0.15%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                                                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      44000 | PA      | $39998.08     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $72584.44     | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $42674.02     | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1020767.09   | 0.36%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     471000 | PA      | $478367.38    | 0.17%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     542000 | PA      | $560243.18    | 0.20%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     515000 | PA      | $514539.59    | 0.18%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     767000 | PA      | $714716.37    | 0.25%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                | Prime Healthcare Services Inc                                                                                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     459000 | PA      | $486631.80    | 0.17%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                   | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     436000 | PA      | $422838.25    | 0.15%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $299384.23    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-PURE                                                                                                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     147723 | PA      | $105987.81    | 0.04%             | 2041-11-15      | Floating      | 4.22%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     519000 | PA      | $532660.60    | 0.19%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                                                                                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     229000 | PA      | $237320.03    | 0.08%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1214922.15   | 0.43%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1169891.10   | 0.42%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     114000 | PA      | $118150.40    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $796693.80    | 0.28%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                             | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $233114.12    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     497000 | PA      | $463210.66    | 0.16%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     233000 | PA      | $253120.72    | 0.09%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     712000 | PA      | $731789.33    | 0.26%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77624.49     | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7214000 | PA      | $201685.06    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    8604887 | PA      | $219388.12    | 0.08%             | 2035-10-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                                                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      55000 | PA      | $56861.84     | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                  | Ritchie Bros Holdings Inc                                                                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1407588.90   | 0.50%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                                                                           | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $466998.44    | 0.17%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $415224.80    | 0.15%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     499000 | PA      | $522536.83    | 0.19%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                                                                         | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     502000 | PA      | $520721.09    | 0.19%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $176033.40    | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     608000 | PA      | $632074.98    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     313000 | PA      | $328395.22    | 0.12%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      38000 | PA      | $39125.44     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      37000 | PA      | $37816.24     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      23000 | PA      | $23250.56     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     778000 | PA      | $781345.40    | 0.28%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                | SMBC Aviation Capital Finance DAC                                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $201031.22    | 0.07%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     725000 | PA      | $724883.71    | 0.26%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     212000 | PA      | $220626.49    | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                                                                         | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     805000 | PA      | $749752.85    | 0.27%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190000 | PA      | $189062.96    | 0.07%             | 2038-04-18      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99802.25     | 0.04%             | 2038-04-18      | Floating      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     226000 | PA      | $198886.95    | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     181000 | PA      | $156554.14    | 0.06%             | 2030-07-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      62000 | PA      | $68674.47     | 0.02%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      39000 | PA      | $39102.85     | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                                                                                   | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     516000 | PA      | $550110.39    | 0.20%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88159.46     | 0.03%             | 2036-11-14      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                   | Scripps Escrow II Inc                                                                                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $241959.46    | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                 | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33827.67     | 0.01%             | 2054-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                  | Sempra                                                                                                                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22411.22     | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     329000 | PA      | $342135.64    | 0.12%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1159000 | PA      | $1182659.83   | 0.42%             | 2032-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Shelter Growth CRE                                      | Shelter Growth CRE Issuer Ltd                                                                                                          | CUSIP: 822866AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     157500 | PA      | $157462.34    | 0.06%             | 2036-09-15      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                  | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     561000 | PA      | $583110.13    | 0.21%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                                                                                    | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     738000 | PA      | $749386.60    | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     630000 | PA      | $656315.10    | 0.23%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                        | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1130232.73   | 0.40%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     743000 | PA      | $765390.31    | 0.27%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178885.35    | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     611000 | PA      | $617805.29    | 0.22%             | 2052-04-20      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     483000 | PA      | $519530.57    | 0.18%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                                                                              | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      79000 | PA      | $78390.63     | 0.03%             | 2056-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     504000 | PA      | $502352.07    | 0.18%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     576300 | PA      | $594453.45    | 0.21%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                                                                            | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     920000 | PA      | $935039.47    | 0.33%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     113000 | PA      | $103130.65    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5303.26      | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     998000 | PA      | $1053243.93   | 0.37%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     712000 | PA      | $694084.87    | 0.25%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     288000 | PA      | $296908.42    | 0.11%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     514000 | PA      | $527476.05    | 0.19%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     235000 | PA      | $233336.44    | 0.08%             | 2034-04-20      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53192.02     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61602.66     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27736.79     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2025-FL7 Issuer Ltd                                                                                                               | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $100061.80    | 0.04%             | 2043-06-18      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     515000 | PA      | $524745.86    | 0.19%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                                                | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     287000 | PA      | $296725.08    | 0.11%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 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        |     990000 | PA      | $989436.89    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     391000 | PA      | $405707.86    | 0.14%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215000 | PA      | $215254.13    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      53000 | PA      | $45451.36     | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     587000 | PA      | $622488.26    | 0.22%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                             | CUSIP: 87971MBV4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     151000 | PA      | $103337.40    | 0.04%             | 2031-11-13      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     703000 | PA      | $701770.10    | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     157000 | PA      | $150932.39    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                                                                          | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     176000 | PA      | $174356.88    | 0.06%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                                           | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70530.98     | 0.03%             | 2032-10-07      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                               | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3696998 | PA      | $133173.26    | 0.05%             | 2054-11-15      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                                                                                    | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46814.44     | 0.02%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                                                                                  | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     494697 | PA      | $170670.43    | 0.06%             | 2043-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     926000 | PA      | $914613.44    | 0.32%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1171752.02   | 0.42%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     665000 | PA      | $684928.06    | 0.24%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1088545.75   | 0.39%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $421254.76    | 0.15%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     533000 | PA      | $502936.99    | 0.18%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     226000 | PA      | $233883.11    | 0.08%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                             | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     172000 | PA      | $111103.43    | 0.04%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                                             | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     231000 | PA      | $217797.73    | 0.08%             | 2030-09-30      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| TRUENOORD CAPITAL DAC                                   | TrueNoord Capital DAC                                                                                                                  | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     459000 | PA      | $480158.98    | 0.17%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     535000 | PA      | $576168.03    | 0.20%             | 2034-05-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                                  | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     314000 | PA      | $314004.55    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                               | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     731000 | PA      | $778740.88    | 0.28%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $179818.77    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     991000 | PA      | $986384.32    | 0.35%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     251000 | PA      | $255517.75    | 0.09%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     438000 | PA      | $444954.56    | 0.16%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     101000 | PA      | $71344.07     | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     727000 | PA      | $710569.80    | 0.25%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     440000 | PA      | $274524.80    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15886000 | PA      | $10173866.06  | 3.61%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7560000 | PA      | $6921534.41   | 2.46%             | 2043-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4782000 | PA      | $4830567.19   | 1.72%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      57000 | PA      | $58781.25     | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15651000 | PA      | $14708883.20  | 5.23%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9495000 | PA      | $9709379.25   | 3.45%             | 2030-08-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5878000 | PA      | $6209555.94   | 2.21%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6998000 | PA      | $7053218.56   | 2.51%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2210000 | PA      | $2321104.30   | 0.82%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     295000 | PA      | $301084.38    | 0.11%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3301000 | PA      | $3304094.69   | 1.17%             | 2030-09-30      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $79630.31     | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     587000 | PA      | $557159.15    | 0.20%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     428000 | PA      | $410399.44    | 0.15%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                | Trustees of the University of Pennsylvania/The                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      35000 | PA      | $21049.52     | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     347000 | PA      | $358098.10    | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     933000 | PA      | $965183.84    | 0.34%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   15606000 | PA      | $402155.38    | 0.14%             | 2031-05-21      | Fixed         | 8.25%                 | 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        |     880000 | PA      | $914728.32    | 0.32%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                                             | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     597000 | PA      | $635712.67    | 0.23%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           | 2                  | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     550000 | PA      | $573794.65    | 0.20%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     209000 | PA      | $227742.28    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $570935.26    | 0.20%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     552000 | PA      | $578574.63    | 0.21%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     606000 | PA      | $620710.04    | 0.22%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     800000 | PA      | $801976.00    | 0.28%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     656000 | PA      | $691860.57    | 0.25%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     739000 | PA      | $629099.19    | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                                   | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     632000 | PA      | $679231.26    | 0.24%             | 2030-11-30      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                                                                                | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     233000 | PA      | $239382.10    | 0.09%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      92178 | PA      | $92589.61     | 0.03%             | 2069-01-25      | Variable      | 5.71%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      71000 | PA      | $69204.26     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                    | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     498000 | PA      | $503161.27    | 0.18%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                                     | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     443000 | PA      | $450181.94    | 0.16%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     930000 | PA      | $930258.54    | 0.33%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     562000 | PA      | $497383.21    | 0.18%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                                                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     394000 | PA      | $378768.79    | 0.13%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Volvo Financial Equipment LLC                           | Volvo Financial Equipment LLC Series 2024-1                                                                                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44186 | PA      | $44252.61     | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36911.36     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32617.34     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                                                                        | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      79000 | PA      | $77532.19     | 0.03%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81020.13     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     651000 | PA      | $595887.58    | 0.21%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     687000 | PA      | $706124.71    | 0.25%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $114783.60    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $497900.36    | 0.18%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      63000 | PA      | $59193.76     | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37724.29     | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      28000 | PA      | $29094.58     | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                                         | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1917609 | PA      | $117123.32    | 0.04%             | 2054-08-15      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47763.45     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      43000 | PA      | $45052.67     | 0.02%             | 2035-05-29      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                | White Cap Supply Holdings LLC                                                                                                          | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     575000 | PA      | $586452.52    | 0.21%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     472000 | PA      | $476466.06    | 0.17%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                                                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     234000 | PA      | $242947.93    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     863000 | PA      | $892273.36    | 0.32%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     814000 | PA      | $801106.08    | 0.28%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           | 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        |     611000 | PA      | $614066.00    | 0.22%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $175015.08    | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1388000 | PA      | $1379595.38   | 0.49%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     244000 | PA      | $243950.05    | 0.09%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     732000 | PA      | $719042.14    | 0.26%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     407000 | PA      | $426500.59    | 0.15%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     135000 | PA      | $141153.30    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18982.78     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10413.78     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                                                                                | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     734000 | PA      | $761000.19    | 0.27%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $568889.89    | 0.20%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    1190000 | PA      | $1068126.75   | 0.38%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: SM11689   IRS CNY R F  1.64450 SM11689_FIX CCPVANILLA / Short: SM11689   IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15300000 | OU      | $6907.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: SM11716   IRS CNY R F  1.49000 SM11716_FIX CCPVANILLA / Short: SM11716   IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $-1997.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: BM11834   IRS EUR R V 12MCPTEE SM11834 CCPINFLATIONZERO / Short: BM11834   IRS EUR P F  1.83120 SM11834 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1300000 | OU      | $4653.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: BM11926   IRS USD R V 12MUSCPI SM11926_FLO CCPINFLATIONZERO / Short: BM11926   IRS USD P F  2.74000 SM11926_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9700000 | OU      | $-67797.47    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: SM11925   IRS USD R F  3.17000 SM11925_FIX CCPINFLATIONZERO / Short: SM11925   IRS USD P V 12MUSCPI SM11925_FLO CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9700000 | OU      | $38702.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                | Long: SM11958   IRS CNY R F  1.57720 SM11958_FIX CCPVANILLA / Short: SM11958   IRS CNY P V 03MCNRR SM11958_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5300000 | OU      | $-161.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   28900000 | PA      | $227069.81    | 0.08%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     574000 | PA      | $604117.87    | 0.21%             | 2052-07-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                                                                                | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     500000 | PA      | $538793.69    | 0.19%             | 2030-03-18      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CRH FIN UK PLC                                          | Crh Finance UK PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130946.51    | 0.05%             | 2029-12-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                               | Iceland Rikisbref                                                                                                                      | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   32400000 | PA      | $242487.06    | 0.09%             | 2028-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings                                                                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     624000 | PA      | $644502.31    | 0.23%             | 2028-08-10      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1057250000 | PA      | $689081.21    | 0.24%             | 2029-06-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2680000 | PA      | $403181.12    | 0.14%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  105350000 | PA      | $513649.11    | 0.18%             | 2039-12-20      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  125550000 | PA      | $434299.07    | 0.15%             | 2050-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1228670000 | PA      | $770431.22    | 0.27%             | 2030-06-10      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84693.50     | 0.03%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     274000 | PA      | $105144.53    | 0.04%             | 2041-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |     345000 | PA      | $346065.73    | 0.12%             | 2026-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1674000000 | PA      | $1047328.29   | 0.37%             | 2030-12-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $919002.77    | 0.33%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     428000 | PA      | $417218.65    | 0.15%             | 2033-03-03      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100374.67    | 0.04%             | 2036-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds                            | New Zealand Government Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     454000 | PA      | $231918.06    | 0.08%             | 2032-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116576.89    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   65000000 | PA      | $230160.05    | 0.08%             | 2051-12-20      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    5700000 | PA      | $206818.98    | 0.07%             | 2043-06-17      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10600000 | PA      | $545053.49    | 0.19%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     783000 | PA      | $947056.68    | 0.34%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    8250000 | PA      | $1258240.15   | 0.45%             | 2033-02-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                                                                                | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $119764.30    | 0.04%             | 2030-07-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                                                                                | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |     517000 | PA      | $619181.41    | 0.22%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $158742.23    | 0.06%             | 2028-10-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                                           | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     421000 | PA      | $515474.19    | 0.18%             | 2029-03-30      | Fixed         | 10.50%                | 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        |   16024000 | PA      | $2505681.03   | 0.89%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     692000 | PA      | $716051.03    | 0.25%             | 2034-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SUMMER BIDCO BV                                         | Summer BidCo BV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     137228 | PA      | $161703.46    | 0.06%             | 2029-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      85000 | PA      | $83835.87     | 0.03%             | 2054-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     402000 | PA      | $487404.75    | 0.17%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| PLUXEE NV                                               | Pluxee NV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115565.61    | 0.04%             | 2032-09-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     686000 | PA      | $657240.51    | 0.23%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     252000 | PA      | $291413.99    | 0.10%             | 2054-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     366000 | PA      | $453446.83    | 0.16%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $123709.28    | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| 888 ACQUISITIONS LTD                                    | 888 Acquisitions Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     100000 | PA      | $116113.97    | 0.04%             | 2030-05-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129762.96    | 0.05%             | 2034-05-22      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $121793.60    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      90000 | PA      | $109823.42    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     114000 | PA      | $139172.91    | 0.05%             | 2029-12-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     720000 | PA      | $722189.79    | 0.26%             | 2037-03-05      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1916000 | PA      | $2235013.56   | 0.79%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $117633.85    | 0.04%             | 2032-04-19      | Fixed         | 4.00%                 | 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        |     100000 | PA      | $113218.42    | 0.04%             | 2036-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                | Abu Dhabi Developmental Holding Co. PJSC                                                                                               | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     862000 | PA      | $850601.46    | 0.30%             | 2054-10-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $118130.92    | 0.04%             | 2029-10-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132374.16    | 0.05%             | 2036-10-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $159194.25    | 0.06%             | 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        |     547000 | PA      | $565973.18    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116241.79    | 0.04%             | 2031-11-11      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $46781.94     | 0.02%             | 2035-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SAS                                                                                                                      | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119605.02    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $463023.23    | 0.16%             | 2030-05-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                                 | Nestle Finance International Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $44106.62     | 0.02%             | 2045-01-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $114841.48    | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     882000 | PA      | $1050688.67   | 0.37%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      30000 | PA      | $32403.06     | 0.01%             | 2045-02-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     343000 | PA      | $399110.84    | 0.14%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     549000 | PA      | $581925.06    | 0.21%             | 2035-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $118642.01    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    6720000 | PA      | $943348.74    | 0.34%             | 2030-01-25      | Fixed         | 1.43%                 | No            | 2                  | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116073.16    | 0.04%             | 2035-08-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     646000 | PA      | $709478.36    | 0.25%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     273000 | PA      | $323657.42    | 0.11%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $117975.24    | 0.04%             | 2035-03-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OPAL BIDCO SAS                                          | Opal Bidco SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     382000 | PA      | $458213.48    | 0.16%             | 2032-03-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   63700000 | PA      | $338088.55    | 0.12%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     620000 | PA      | $718122.00    | 0.26%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $117704.11    | 0.04%             | 2033-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114338.48    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116818.01    | 0.04%             | 2032-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                                | Finland Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     142000 | PA      | $164242.92    | 0.06%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                                                                                   | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117881.40    | 0.04%             | 2038-05-09      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116085.03    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119712.98    | 0.04%             | 2056-08-28      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $117456.98    | 0.04%             | 2032-11-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1000000 | PA      | $135738.96    | 0.05%             | 2045-04-25      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                                                                           | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116766.79    | 0.04%             | 2036-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117263.59    | 0.04%             | 2035-06-03      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| INFORMA PLC                                             | Informa PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116241.77    | 0.04%             | 2031-06-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                                         | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117259.29    | 0.04%             | 2034-06-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117155.95    | 0.04%             | 2035-06-10      | Fixed         | 3.73%                 | 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              | N/A       |     332000 | PA      | $392346.44    | 0.14%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2023000 | PA      | $641855.05    | 0.23%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                                                                                   | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116492.47    | 0.04%             | 2031-06-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $114855.45    | 0.04%             | 2035-06-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| UNICAJA BANCO SA                                        | Unicaja Banco SA                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $116996.76    | 0.04%             | 2031-06-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                | EPH Financing International AS                                                                                                         | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $118879.91    | 0.04%             | 2032-07-02      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                | Arqiva Broadcast Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136758.77    | 0.05%             | 2030-07-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     726000 | PA      | $855437.25    | 0.30%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| LOGICOR FINANCING SARL                                  | Logicor Financing Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115269.17    | 0.04%             | 2032-07-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                                                                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     375000 | PA      | $499400.69    | 0.18%             | 2030-10-22      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                                                                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115297.80    | 0.04%             | 2031-07-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     800000 | PA      | $111517.66    | 0.04%             | 2055-08-25      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    2100000 | PA      | $295798.25    | 0.11%             | 2035-08-25      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1045000000 | PA      | $689616.33    | 0.25%             | 2030-09-10      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CNH INDUSTRIAL NV                                       | CNH Industrial NV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114514.84    | 0.04%             | 2035-09-03      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $128017.32    | 0.05%             | 2034-09-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     110000 | PA      | $126917.36    | 0.05%             | 2035-09-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LTD                                | BHP Billiton Finance Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $114901.54    | 0.04%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| LEGAL & GENERAL GROUP                                   | Legal & General Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $116991.12    | 0.04%             | 2055-09-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115782.04    | 0.04%             | 2033-09-08      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     495000 | PA      | $578733.28    | 0.21%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115989.97    | 0.04%             | 2032-01-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                          | European Union                                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     345000 | PA      | $400191.42    | 0.14%             | 2055-10-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     393000 | PA      | $459728.78    | 0.16%             | 2034-03-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                                                                               | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114968.17    | 0.04%             | 2035-09-26      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                            | Klepierre SA                                                                                                                           | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115923.60    | 0.04%             | 2037-09-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL BV                                        | America Movil BV                                                                                                                       | CUSIP: 000000000<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115935.43    | 0.04%             | 2030-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HEINEKEN NV                                             | Heineken NV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116675.04    | 0.04%             | 2034-05-03      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114721.56    | 0.04%             | 2033-04-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ELIA TRANSMISSION BE                                    | Elia Transmission Belgium SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $115053.66    | 0.04%             | 2035-10-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115007.50    | 0.04%             | 2032-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Japan Government Five Year Bonds                        | Japan Government Five Year Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  252000000 | PA      | $1612086.94   | 0.57%             | 2030-09-20      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $114852.28    | 0.04%             | 2032-11-03      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115444.50    | 0.04%             | 2033-11-03      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                                        | Pernod Ricard SA                                                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114554.15    | 0.04%             | 2033-02-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                   | Unilever Capital Corp                                                                                                                  | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114673.44    | 0.04%             | 2032-10-31      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LSEG NETHERLANDS BV                                     | Lseg Netherlands BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115248.49    | 0.04%             | 2031-11-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114883.46    | 0.04%             | 2034-11-06      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                                                                                   | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115940.63    | 0.04%             | 2030-11-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $132095.88    | 0.05%             | 2032-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BMS IRELAND CAP FUNDING                                 | BMS Ireland Capital Funding DAC                                                                                                        | CUSIP: 000000000<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $116104.29    | 0.04%             | 2033-11-10      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| SMITHS GROUP PLC                                        | Smiths Group PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114490.57    | 0.04%             | 2033-11-13      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116142.44    | 0.04%             | 2031-11-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SWISSCOM FINANCE                                        | Swisscom Finance BV                                                                                                                    | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115219.34    | 0.04%             | 2037-11-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BUPA FINANCE PLC                                        | BUPA Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131589.57    | 0.05%             | 2045-11-18      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $115575.86    | 0.04%             | 2038-11-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $116790.38    | 0.04%             | 2037-11-26      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury ULC                                                                                                             | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $116658.10    | 0.04%             | 2031-11-24      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| MAGNUM ICC FINANCE BV                                   | Magnum Icc Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116016.43    | 0.04%             | 2034-11-26      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MAGNUM ICC FINANCE BV                                   | Magnum Icc Finance BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115161.25    | 0.04%             | 2037-11-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $115316.73    | 0.04%             | 2033-02-27      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SC FNCE I                                 | Thermo Fisher Scientific Finance I BV                                                                                                  | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116708.48    | 0.04%             | 2035-12-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| MBANK SA                                                | mBank SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $116615.17    | 0.04%             | 2032-03-03      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -13 | NC      | $-2607.20     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -3 | NC      | $-7526.27     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE DEC25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          2 | NC      | $-875.07      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT DEC25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -129 | NC      | $15511.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE DEC25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         11 | NC      | $29968.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 3YR BOND FUT DEC25                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -42 | NC      | $19733.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          3 | NC      | $-146.45      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $484.72       | 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        |       -119 | NC      | $-2297.29     | -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        |       -341 | NC      | $-4510.01     | -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        |         23 | NC      | $-1160.44     | -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        |        -29 | NC      | $-5659.56     | -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        |         -7 | NC      | $-7437.28     | -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        |        -20 | NC      | $-487.17      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $67316.24     | 0.02%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     929000 | PA      | $1071056.46   | 0.38%             | 2030-03-22      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     500000 | PA      | $349170.17    | 0.12%             | 2047-07-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2119000 | PA      | $1077042.09   | 0.38%             | 2041-05-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2643000 | PA      | $2096325.14   | 0.74%             | 2041-10-22      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     709000 | PA      | $795726.55    | 0.28%             | 2028-10-09      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     475000 | PA      | $458663.98    | 0.16%             | 2036-03-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     305656 | PA      | $178660.01    | 0.06%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |       6125 | NS      | $2391.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1034850 | PA      | $1366334.61   | 0.49%             | 2031-10-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                         | CANADIAN DOLLAR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |       8796 | NS      | $6294.04      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| YUAN RENMINBI                                           | YUAN RENMINBI                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CN        |      41942 | NS      | $5924.64      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| EURO CURRENCY                                           | EURO CURRENCY                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |      85744 | NS      | $99492.82     | 0.04%             |  |  |  | No            | N/A                | On Loan: No      |
| POUND STERLING                                          | POUND STERLING                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            |  |  | GB        |      -8161 | NS      | $-10802.24    | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| INDONESIAN RUPIAH                                       | INDONESIAN RUPIAH                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | ID        |   20168792 | NS      | $1210.98      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JAPANESE YEN                                            | JAPANESE YEN                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | JP        |          3 | NS      | $0.02         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| SOUTH KOREAN WON                                        | SOUTH KOREAN WON                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |        715 | NS      | $0.49         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     635400 | PA      | $631918.39    | 0.22%             | 2028-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Exchange traded                                         | CS100182 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | LU        |   24720000 | NC      | $24308.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Exchange traded                                         | CS100183 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | AU        |  -24720000 | NC      | $-12175.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $664500.00    | 0.24%             | 2054-11-13      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $405765.20    | 0.14%             | 2029-11-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PERU LNG SRL                                            | Peru LNG Srl                                                                                                                           | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     388552 | PA      | $374444.14    | 0.13%             | 2030-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     577360 | PA      | $579360.55    | 0.21%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| SOL                                                     | SOL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | PE        |          0 | NS      | $0.14         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   28400000 | PA      | $1554309.03   | 0.55%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     870000 | PA      | $758467.31    | 0.27%             | 2048-05-08      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     326000 | PA      | $334632.26    | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-07

**Name of Applicant:** MFS CHARTER INCOME TRUST

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer