# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-25-040894
**Filing Date:** 2025-12
**Character Count:** 281461
**Document Hash:** a6e0f91b6e65392bd7cef2a2f4279fdc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040894.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040894

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 251591619

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Short Duration Bond Fund (Series ID: S000001601)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004336 | Class S      | RFBSX           |
| C000004337 | Class C      | RSBCX           |
| C000043470 | Class A      | RSBTX           |
| C000066918 | Class Y      | RSBYX           |
| C000166204 | Class R6     | RDBRX           |
| C000178370 | Class M      | RSDTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000001601

- **c. LEI of Series:** SYIWP2HFI2PTL75P6V57

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $426060552.98

**Total Liabilities:** $3419094.42

**Net Assets:** $422641458.56

**Delayed Delivery Securities:** $2709701.61

**Cash Not Reported:** $694631.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1257.17000000 | **1-Year:** -30382.07000000 | **5-Year:** -20391.86000000 | **10-Year:** -2227.67000000 | **30-Year:** -1068.46000000

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

- **3-Month:** -31.11000000 | **1-Year:** -687.20000000 | **5-Year:** -2304.81000000 | **10-Year:** -74.11000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004336 | 0.90%                | 0.43%                | 0.30%                |
| Class ID C000004337 | 0.89%                | 0.30%                | 0.18%                |
| Class ID C000043470 | 0.88%                | 0.41%                | 0.28%                |
| Class ID C000066918 | 0.90%                | 0.43%                | 0.31%                |
| Class ID C000166204 | 0.95%                | 0.38%                | 0.31%                |
| Class ID C000178370 | 0.95%                | 0.38%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $346977.53               | $1600812.67                                |
| Month 2  | $254025.00               | $-126244.94                                |
| Month 3  | $339680.94               | $-502848.98                                |

### 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 TEXAS INC                                                                                       | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    603000 | PA      | $599589.76    | 0.14%             | 2028-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                                             | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345181.81    | 0.08%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2024-SFR2 Trust                                                            | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148185.98    | 0.04%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2649522 | PA      | $2589113.75   | 0.61%             | 2038-08-17      | Fixed         | 1.53%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1318781.47   | 0.31%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    735000 | PA      | $714331.93    | 0.17%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1782067.32   | 0.42%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $722406.91    | 0.17%             | 2027-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                                                  | A&D Mortgage Trust 2025-NQM4                                                    | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |      7478 | PA      | $7482.89      | 0.00%             | 2070-10-25      | Variable      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                                            | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    555000 | PA      | $521331.10    | 0.12%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1755000 | PA      | $1790767.97   | 0.42%             | 2027-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    620000 | PA      | $629417.60    | 0.15%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    769000 | PA      | $790453.57    | 0.19%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    731000 | PA      | $705824.63    | 0.17%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                                             | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392198 | PA      | $393254.03    | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    327000 | PA      | $309260.54    | 0.07%             | 2030-01-25      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                                                                              | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    323000 | PA      | $319120.10    | 0.08%             | 2027-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482658.62    | 0.11%             | 2028-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    551000 | PA      | $581942.99    | 0.14%             | 2028-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    270000 | PA      | $264375.08    | 0.06%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                                             | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    526000 | PA      | $482900.28    | 0.11%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1858695.84   | 0.44%             | 2026-11-04      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536611.67    | 0.13%             | 2028-02-16      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    705000 | PA      | $715620.39    | 0.17%             | 2029-04-25      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $713034.93    | 0.17%             | 2029-04-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1878204.19   | 0.44%             | 2030-04-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3380000 | PA      | $3419345.49   | 0.81%             | 2030-07-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE                                                                              | American Honda Finance Corp                                                     | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1301135.37   | 0.31%             | 2026-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                                            | Angel Oak Mortgage Trust 2025-10                                                | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $244847.95    | 0.06%             | 2070-09-25      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    381000 | PA      | $383785.52    | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO Ltd                                                                                      | Apidos CLO XII                                                                  | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |     27110 | PA      | $27118.36     | 0.01%             | 2031-04-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust                                                         | Arbor Multifamily Mortgage Securities Trust 2021-MF3                            | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $334870.81    | 0.08%             | 2054-10-15      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| ARCELORMITTAL SA                                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    651000 | PA      | $677091.69    | 0.16%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    506000 | PA      | $519806.15    | 0.12%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | ARES XLIV CLO Ltd                                                               | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $1024170.78   | 0.24%             | 2034-04-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                                     | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $478231.31    | 0.11%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| AVANGRID INC                                                                                        | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    585000 | PA      | $575444.97    | 0.14%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600561.04    | 0.14%             | 2028-12-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $906019.65    | 0.21%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $776361.14    | 0.18%             | 2032-02-20      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    666000 | PA      | $691492.48    | 0.16%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                              | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $269755.27    | 0.06%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $506343.94    | 0.12%             | 2058-09-15      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                            | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200062.04    | 0.05%             | 2028-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                            | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202019.59    | 0.05%             | 2030-05-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                                                     | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $859381.95    | 0.20%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643288.75    | 0.15%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    595000 | PA      | $577579.48    | 0.14%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    526000 | PA      | $528971.12    | 0.13%             | 2027-04-02      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58145 | PA      | $55426.10     | 0.01%             | 2053-10-15      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                                                            | BCRED MML CLO 2021-1 LLC                                                        | CUSIP: 05554LAG7<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200260.00    | 0.05%             | 2035-01-15      | Floating      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-2                                                  | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1723452.28   | 0.41%             | 2028-09-25      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309352.73    | 0.07%             | 2036-10-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460193 | PA      | $459860.70    | 0.11%             | 2036-09-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $399345.34    | 0.09%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $640420.31    | 0.15%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa         | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    634000 | PA      | $634684.14    | 0.15%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    579000 | PA      | $578802.06    | 0.14%             | 2027-06-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980515.03    | 0.23%             | 2028-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832121.04    | 0.20%             | 2028-11-10      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1502105.67   | 0.36%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1586731.30   | 0.38%             | 2029-01-24      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Bank5                                                                                               | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $521493.43    | 0.12%             | 2058-11-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $304626.47    | 0.07%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1316781.73   | 0.31%             | 2026-12-11      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW YORK MELLON                                                                             | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437047.90    | 0.10%             | 2029-04-20      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $656444.09    | 0.16%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1450919.21   | 0.34%             | 2026-02-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1125963.66   | 0.27%             | 2028-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2019-BNK24                                                                 | CUSIP: 06540VBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118326 | PA      | $115706.84    | 0.03%             | 2062-11-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2019-BNK22                                                                 | CUSIP: 06540XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92387 | PA      | $90145.30     | 0.02%             | 2062-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $679221.14    | 0.16%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| BARDOT CLO LTD                                                                                      | Bardot CLO Ltd                                                                  | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |    790270 | PA      | $790370.45    | 0.19%             | 2032-10-22      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Loan Trust 2024-NQM4                                          | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1842154 | PA      | $1831838.52   | 0.43%             | 2064-12-26      | Variable      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| Battery Park CLO Ltd.                                                                               | Battery Park Clo Ltd                                                            | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100006.50    | 0.02%             | 2036-07-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2019-B15 Mortgage Trust                                               | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122585 | PA      | $119607.71    | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4040328 | PA      | $178354.25    | 0.04%             | 2054-07-15      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V18 Mortgage Trust                                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $298419.82    | 0.07%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $630396.53    | 0.15%             | 2058-09-15      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    709000 | PA      | $686562.57    | 0.16%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    658000 | PA      | $689557.72    | 0.16%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $288949.60    | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $797502.27    | 0.19%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                              | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    249000 | PA      | $249580.98    | 0.06%             | 2027-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                                                                  | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $602159.76    | 0.14%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2024-BOCA                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $371117.09    | 0.09%             | 2041-08-15      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $241964.76    | 0.06%             | 2028-10-25      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360999.15    | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2025-CES2                                       | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-MBS          | CORP              | US        |   1348101 | PA      | $1344899.66   | 0.32%             | 2055-07-26      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-NQM9                                       | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |   1101456 | PA      | $1100545.12   | 0.26%             | 2065-09-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1127752.53   | 0.27%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561475.57    | 0.13%             | 2028-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249644.48    | 0.06%             | 2039-01-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $300733.00    | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $405644.24    | 0.10%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300059.89    | 0.07%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17490 | PA      | $17009.83     | 0.00%             | 2053-03-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675721.62    | 0.16%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust                                                                        | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAA6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    161074 | PA      | $158718.88    | 0.04%             | 2057-09-25      | Variable      | 3.85%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $603205.38    | 0.14%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2025-10 Mortgage Loan Trust                                                | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1109689.71   | 0.26%             | 2070-10-25      | Variable      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    563000 | PA      | $560106.68    | 0.13%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Cabot Trail Funding LLC                                                                             | Cabot Trail Funding LLC                                                         | CUSIP: 12710GYC8<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    600000 | PA      | $599202.50    | 0.14%             | 2025-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Cabot Trail Funding LLC                                                                             | Cabot Trail Funding LLC                                                         | CUSIP: 12710GZG8<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    600000 | PA      | $596760.00    | 0.14%             | 2025-12-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                                                            | Caisse des Depots et Consignations                                              | CUSIP: 12800AYS7<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | FR        |    600000 | PA      | $598237.50    | 0.14%             | 2025-11-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Caisse des Depots et Consignations                                                                  | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | STIV             | CORP              | US        |    600000 | PA      | $594067.80    | 0.14%             | 2026-01-30      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $498514.83    | 0.12%             | 2028-05-24      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                                               | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    316000 | PA      | $289195.87    | 0.07%             | 2030-04-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1758235.98   | 0.42%             | 2026-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    304000 | PA      | $302236.86    | 0.07%             | 2027-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    784000 | PA      | $791158.58    | 0.19%             | 2028-05-10      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| CARLISLE COS INC                                                                                    | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    362000 | PA      | $359596.87    | 0.09%             | 2027-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle US CLO 2021-9 Ltd                                                       | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1040082.16   | 0.25%             | 2034-10-20      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $76149.16     | 0.02%             | 2029-08-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278257.08    | 0.07%             | 2030-01-15      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    352000 | PA      | $346312.20    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust                                                                      | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $427768.73    | 0.10%             | 2031-08-11      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                                                                      | CarVal CLO XI C Ltd                                                             | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180535.14    | 0.04%             | 2037-10-20      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                                            | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1767027.46   | 0.42%             | 2026-01-06      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding V CLO Ltd                                                         | CUSIP: 15032AAY3<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    144877 | PA      | $141824.35    | 0.03%             | 2031-07-17      | Fixed         | 1.94%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding XII CLO Ltd                                                       | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375213.75    | 0.09%             | 2038-01-25      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    314000 | PA      | $306871.93    | 0.07%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    796000 | PA      | $796617.83    | 0.19%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    730000 | PA      | $680115.38    | 0.16%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $692438.70    | 0.16%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                            | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1701991.05   | 0.40%             | 2028-09-15      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                            | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503873.89    | 0.12%             | 2030-07-15      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1134919.11   | 0.27%             | 2028-02-26      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1790274.60   | 0.42%             | 2026-05-16      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768100.79    | 0.18%             | 2029-04-23      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    695000 | PA      | $687095.26    | 0.16%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    990000 | PA      | $996359.13    | 0.24%             | 2028-05-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1271208.31   | 0.30%             | 2029-03-04      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116182 | PA      | $113154.73    | 0.03%             | 2056-08-10      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                                               | Coca-Cola Europacific Partners PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    717000 | PA      | $695234.77    | 0.16%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2024-INV3 Mortgage Loan Trust                                              | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-MBS          | CORP              | US        |    574086 | PA      | $575927.03    | 0.14%             | 2069-09-25      | Variable      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $588201.39    | 0.14%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418736.69    | 0.10%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    622000 | PA      | $587321.73    | 0.14%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185000 | PA      | $185966.30    | 0.04%             | 2041-12-25      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $231459.31    | 0.05%             | 2044-02-25      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101332.30    | 0.02%             | 2045-03-25      | Floating      | 6.43%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $461527.93    | 0.11%             | 2043-10-25      | Floating      | 6.68%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    464000 | PA      | $446102.62    | 0.11%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337962.10    | 0.08%             | 2027-05-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    775000 | PA      | $795156.96    | 0.19%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                                                                               | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185751.13    | 0.04%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    464000 | PA      | $475474.50    | 0.11%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CoreVest American Finance Ltd                                                                       | CoreVest American Finance 2022-1 Trust                                          | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502297 | PA      | $505207.15    | 0.12%             | 2055-06-17      | Variable      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $502978.56    | 0.12%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    521000 | PA      | $512562.67    | 0.12%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York                                              | Credit Agricole Corporate and Investment Bank/New York                          | CUSIP: 22536H5D7<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |    300000 | PA      | $300014.57    | 0.07%             | 2025-11-07      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                                                   | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $699852.52    | 0.17%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| UBS AG STAMFORD CT                                                                                  | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $808545.89    | 0.19%             | 2028-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                                                | Cross 2023-H2 Mortgage Trust                                                    | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184313 | PA      | $186997.80    | 0.04%             | 2068-11-25      | Variable      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    655000 | PA      | $659689.12    | 0.16%             | 2028-05-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $756508.64    | 0.18%             | 2038-06-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| DLLAA LLC                                                                                           | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $427347.48    | 0.10%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    282000 | PA      | $266042.40    | 0.06%             | 2030-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    765000 | PA      | $774345.82    | 0.18%             | 2027-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                                             | John Deere Capital Corp                                                         | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1742457.52   | 0.41%             | 2026-09-08      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    508000 | PA      | $508042.68    | 0.12%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | JP        |         1 | NC      | $-22707.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $39490.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |         1 | NC      | $-22258.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $26054.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $-30502.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $75903.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-110294.93   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $7.12         | 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      | $-331.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $-171.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $-83.11       | -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      | $28.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $60.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-4148.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 55 CLO Ltd                                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     62370 | PA      | $62394.99     | 0.01%             | 2031-04-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    562000 | PA      | $541661.00    | 0.13%             | 2082-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ELM Trust 2024                                                                                      | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $452581.06    | 0.11%             | 2039-06-10      | Variable      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| ELM Trust 2024                                                                                      | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAG6<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101759.55    | 0.02%             | 2039-06-10      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    224000 | PA      | $243090.90    | 0.06%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                                | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339166.06    | 0.08%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                                                  | Elmwood CLO I Ltd                                                               | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $130438.10    | 0.03%             | 2037-04-20      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    618000 | PA      | $637870.58    | 0.15%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $439246.62    | 0.10%             | 2028-06-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    224000 | PA      | $222105.63    | 0.05%             | 2027-05-25      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    584000 | PA      | $574161.70    | 0.14%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    711000 | PA      | $708616.89    | 0.17%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704808.50    | 0.17%             | 2027-01-11      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $832634.60    | 0.20%             | 2049-07-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                                                             | EQUATE Petrochemical Co KSC                                                     | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    260000 | PA      | $259358.72    | 0.06%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    779000 | PA      | $792841.59    | 0.19%             | 2027-12-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $469944.05    | 0.11%             | 2027-04-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                                            | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    565000 | PA      | $570867.90    | 0.14%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| Evergreen Credit Card Trust                                                                         | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    320000 | PA      | $323643.06    | 0.08%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $595822.60    | 0.14%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1793977.60   | 0.42%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    586000 | PA      | $567037.49    | 0.13%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB52 Mortgage Trust                                                  | CUSIP: 30297CAJ1<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    142616 | PA      | $140654.91    | 0.03%             | 2028-06-25      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB53 Mortgage Trust                                                  | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    216337 | PA      | $213949.61    | 0.05%             | 2028-06-25      | Variable      | 3.61%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB54 Mortgage Trust                                                  | CUSIP: 30297JAE7<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |     18411 | PA      | $18178.11     | 0.00%             | 2028-05-25      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711553.91    | 0.17%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                            | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    619000 | PA      | $608314.26    | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FAIRWAY FINANCE CO LLC                                                                              | Fairway Finance Co LLC                                                          | CUSIP: 30601VZA2<br>LEI: 549300GKD6SUOVFV4H89 | Long             | STIV             | CORP              | US        |    580000 | PA      | $577329.58    | 0.14%             | 2025-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                                         | CUSIP: 3130B64J2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1996048.80   | 0.47%             | 2030-05-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                                         | CUSIP: 3130B7V68<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2800000 | PA      | $2799963.04   | 0.66%             | 2027-09-29      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                                                                             | Federal Home Loan Bank Discount Notes                                           | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $496544.03    | 0.12%             | 2026-01-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETJJ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2275000 | PA      | $2274328.97   | 0.54%             | 2030-05-28      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETNH6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    620000 | PA      | $619728.28    | 0.15%             | 2027-03-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETRY5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $499947.24    | 0.12%             | 2028-02-04      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETYY7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    825000 | PA      | $823659.09    | 0.19%             | 2028-03-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETZA8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $597082.00    | 0.14%             | 2028-09-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134HA6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1201046.08   | 0.28%             | 2028-02-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BRTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    848391 | PA      | $850063.70    | 0.20%             | 2044-03-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374110 | PA      | $374870.18    | 0.09%             | 2051-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2106610 | PA      | $2111946.54   | 0.50%             | 2055-01-25      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BV7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1665238 | PA      | $1669618.80   | 0.40%             | 2052-03-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1326987 | PA      | $1318970.34   | 0.31%             | 2051-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F7TN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114393 | PA      | $107348.58    | 0.03%             | 2046-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHJZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    890181 | PA      | $892202.92    | 0.21%             | 2052-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2078305 | PA      | $2084574.70   | 0.49%             | 2051-12-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HLL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2426770 | PA      | $2444465.90   | 0.58%             | 2052-11-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HLLM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2213630 | PA      | $2215980.11   | 0.52%             | 2052-02-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1441839 | PA      | $1444301.60   | 0.34%             | 2052-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683588 | PA      | $685206.99    | 0.16%             | 2051-03-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMPW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1464451 | PA      | $1458619.05   | 0.35%             | 2037-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HN6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528683 | PA      | $1519228.37   | 0.36%             | 2052-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HNEQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1844808 | PA      | $1838688.64   | 0.44%             | 2054-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HNHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1628606 | PA      | $1615735.63   | 0.38%             | 2052-11-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5101 | PA      | $5010.23      | 0.00%             | 2037-07-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HV4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270310 | PA      | $265197.17    | 0.06%             | 2026-11-01      | Fixed         | 2.28%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314701 | PA      | $306219.67    | 0.07%             | 2033-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JCS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228672 | PA      | $231945.24    | 0.05%             | 2055-05-01      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JCSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230077 | PA      | $231894.34    | 0.05%             | 2053-07-01      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253867 | PA      | $234514.31    | 0.06%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $299707.68    | 0.07%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Firstkey Homes Trust                                                                                | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1981837 | PA      | $1975138.27   | 0.47%             | 2038-07-17      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    721000 | PA      | $693861.22    | 0.16%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360698.29    | 0.09%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    495000 | PA      | $507528.01    | 0.12%             | 2028-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                                            | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $214759.50    | 0.05%             | 2030-09-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2025-B                                             | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1237729.25   | 0.29%             | 2030-04-15      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2022-B                                             | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361243 | PA      | $361127.92    | 0.09%             | 2027-08-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    855000 | PA      | $855769.95    | 0.20%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1183080.71   | 0.28%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    317998 | PA      | $319413.31    | 0.08%             | 2041-10-25      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     14664 | PA      | $14689.29     | 0.00%             | 2042-02-25      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $305316.44    | 0.07%             | 2042-02-25      | Floating      | 6.58%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    710000 | PA      | $690797.55    | 0.16%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $513815.56    | 0.12%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545140.43    | 0.13%             | 2027-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ4                                    | CUSIP: 36271WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742996 | PA      | $745922.46    | 0.18%             | 2055-09-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-NQM5                                   | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1027466.34   | 0.24%             | 2065-07-25      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    408000 | PA      | $391785.66    | 0.09%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| GCAT                                                                                                | GCAT 2025-NQM6 Trust                                                            | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $872223.68    | 0.21%             | 2070-10-25      | Variable      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $732058.85    | 0.17%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    915000 | PA      | $929775.03    | 0.22%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $605072.17    | 0.14%             | 2028-04-04      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                                 | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    695000 | PA      | $700249.38    | 0.17%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| GEORGIA POWER CO                                                                                    | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212795.50    | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GM Financial Automobile Leasing Trust                                                               | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $370689.53    | 0.09%             | 2029-08-20      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Golden Credit Card Trust                                                                            | Golden Credit Card Trust                                                        | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $977333.06    | 0.23%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717771.72    | 0.17%             | 2028-04-23      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $732521.70    | 0.17%             | 2029-10-21      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $943181.89    | 0.22%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    298000 | PA      | $287199.15    | 0.07%             | 2027-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Gotham Funding Corp                                                                                 | Gotham Funding Corp                                                             | CUSIP: 38346MAG9<br>LEI: 549300Z2ZR7VTUMRPR17 | Long             | STIV             | CORP              | US        |    600000 | PA      | $594923.58    | 0.14%             | 2026-01-16      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38379LWP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254739 | PA      | $244071.04    | 0.06%             | 2043-01-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38383U2A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316507 | PA      | $306228.30    | 0.07%             | 2044-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    819000 | PA      | $807272.72    | 0.19%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $598850.55    | 0.14%             | 2028-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1119826.79   | 0.26%             | 2028-03-01      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $213667.79    | 0.05%             | 2028-06-09      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    558000 | PA      | $566962.82    | 0.13%             | 2028-08-11      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203872.70    | 0.05%             | 2028-05-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Hin Timeshare Trust                                                                                 | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114427 | PA      | $116865.09    | 0.03%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| HASBRO INC                                                                                          | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430162.59    | 0.10%             | 2029-11-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                                            | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    888000 | PA      | $804671.04    | 0.19%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    706000 | PA      | $692410.90    | 0.16%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3910000 | PA      | $3814186.23   | 0.90%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $865192.80    | 0.20%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBJ7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $208448.54    | 0.05%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $1017088.57   | 0.24%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $852997.05    | 0.20%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| HEXCEL CORP                                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    607000 | PA      | $603811.98    | 0.14%             | 2027-02-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    477000 | PA      | $468195.14    | 0.11%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2025-1                                             | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581250 | PA      | $585247.46    | 0.14%             | 2042-05-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71455 | PA      | $70312.13     | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $670820.96    | 0.16%             | 2027-06-25      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2020-2 Trust                                           | CUSIP: 437301AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908964 | PA      | $831379.08    | 0.20%             | 2041-01-17      | Fixed         | 1.53%                 | Yes           | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888375 | PA      | $860043.75    | 0.20%             | 2039-10-19      | Fixed         | 2.92%                 | Yes           | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311836 | PA      | $303706.03    | 0.07%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| Honda Auto Receivables Owner Trust                                                                  | Honda Auto Receivables 2024-2 Owner Trust                                       | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21634 | PA      | $21651.40     | 0.01%             | 2026-11-18      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| HONDA MOTOR CO LTD                                                                                  | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $430939.94    | 0.10%             | 2027-03-10      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1380380.41   | 0.33%             | 2026-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUBBELL INC                                                                                         | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266313.09    | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    292000 | PA      | $287361.52    | 0.07%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203045.19    | 0.05%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    690000 | PA      | $696211.19    | 0.16%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2024-A                                           | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109451 | PA      | $109540.56    | 0.03%             | 2027-04-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                                                                | Hyundai Floorplan Master Owner Trust                                            | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $884790.96    | 0.21%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2025-C                                           | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $599500.97    | 0.14%             | 2028-07-17      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    341000 | PA      | $334443.69    | 0.08%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    452000 | PA      | $465743.28    | 0.11%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $269221.67    | 0.06%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    513000 | PA      | $498698.52    | 0.12%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    847000 | PA      | $808173.01    | 0.19%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INVERSIONES CMPC SA                                                                                 | Inversiones CMPC SA                                                             | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $229697.87    | 0.05%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Invitation Homes Trust                                                                              | Invitation Homes 2024-SFR1 Trust                                                | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189675 | PA      | $186272.31    | 0.04%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779728.23    | 0.18%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-3                                          | CUSIP: 46593RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001652 | PA      | $1005172.73   | 0.24%             | 2055-09-25      | Variable      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801250 | PA      | $804348.58    | 0.19%             | 2055-11-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-7MPR                                       | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450600 | PA      | $451661.99    | 0.11%             | 2056-02-25      | Variable      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57214 | PA      | $56271.23     | 0.01%             | 2050-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                   | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192001 | PA      | $188040.36    | 0.04%             | 2037-01-25      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998570.37    | 0.24%             | 2026-11-19      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    745000 | PA      | $733878.56    | 0.17%             | 2028-02-24      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1470156.03   | 0.35%             | 2028-01-23      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    920000 | PA      | $933219.12    | 0.22%             | 2028-07-22      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $722415.96    | 0.17%             | 2029-01-24      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119250 | PA      | $118489.36    | 0.03%             | 2050-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-CCM1                                              | CUSIP: 46658NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2312773 | PA      | $2325657.76   | 0.55%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-NQM4                                       | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $488622.00    | 0.12%             | 2066-03-25      | Variable      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    722000 | PA      | $696387.19    | 0.16%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAB9<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    159567 | PA      | $159659.48    | 0.04%             | 2027-02-16      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2025-B                                                   | CUSIP: 47800UAB2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $902105.91    | 0.21%             | 2028-07-17      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                                          | JPMDB Commercial Mortgage Securities Trust 2019-COR6                            | CUSIP: 48129RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85649 | PA      | $83789.58     | 0.02%             | 2052-11-13      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                                               | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    296000 | PA      | $281659.83    | 0.07%             | 2029-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    723000 | PA      | $703047.65    | 0.17%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    779000 | PA      | $761826.86    | 0.18%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                                   | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1471375.54   | 0.35%             | 2027-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280159.49    | 0.07%             | 2027-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| LEHMAN BROS CAP TR VII                                                                              | Lehman Brothers Holdings Capital Trust VII                                      | CUSIP: 524908XA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $27.00        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| LENNAR CORP                                                                                         | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    313000 | PA      | $315393.02    | 0.07%             | 2027-11-29      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    541000 | PA      | $558842.35    | 0.13%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1076515.86   | 0.25%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    641000 | PA      | $643327.12    | 0.15%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    725000 | PA      | $732869.59    | 0.17%             | 2029-01-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     65794 | PA      | $65815.94     | 0.02%             | 2036-10-16      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| MFRA Trust                                                                                          | MFA 2025-NQM4 Trust                                                             | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   2212080 | PA      | $2214321.28   | 0.52%             | 2070-08-25      | Variable      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    715000 | PA      | $713708.59    | 0.17%             | 2027-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    276000 | PA      | $269174.56    | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MVW Owner Trust                                                                                     | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61712 | PA      | $59280.97     | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           | 2                  | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                                             | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    309000 | PA      | $307224.61    | 0.07%             | 2032-02-24      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| MARKEL GROUP INC                                                                                    | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    805000 | PA      | $794367.82    | 0.19%             | 2027-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    915000 | PA      | $921037.20    | 0.22%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    660000 | PA      | $667739.74    | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    610000 | PA      | $616474.94    | 0.15%             | 2027-11-08      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274278.04    | 0.06%             | 2027-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MCCORMICK & CO                                                                                      | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    292000 | PA      | $270393.56    | 0.06%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $704582.35    | 0.17%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                                      | Mercedes-Benz Auto Lease Trust 2025-B                                           | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $926668.70    | 0.22%             | 2029-04-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767135 | PA      | $768061.72    | 0.18%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merchants Fleet Funding LLC                                                                         | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    235296 | PA      | $236865.45    | 0.06%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1318031.06   | 0.31%             | 2028-12-10      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| MERCURY GENERAL CORP                                                                                | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    668000 | PA      | $666228.46    | 0.16%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284721.80    | 0.07%             | 2028-07-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415592.54    | 0.10%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| County of Miami-Dade Seaport Department                                                             | MIAMI-DADE CNTY FL SEAPORT REVENUE                                              | CUSIP: 59335KCP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $330056.94    | 0.08%             | 2027-10-01      | Fixed         | 1.52%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                                      | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325000.00    | 0.08%             | 2025-11-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $345509.29    | 0.08%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Mill City Mortgage Trust                                                                            | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113693 | PA      | $111040.25    | 0.03%             | 2069-10-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    348000 | PA      | $344747.50    | 0.08%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    665000 | PA      | $667295.79    | 0.16%             | 2028-05-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                                                                                | Monongahela Power Co                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1811055.07   | 0.43%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Mont Blanc Capital Corp                                                                             | Mont Blanc Capital Corp                                                         | CUSIP: 6117P4Y53<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |    400000 | PA      | $399804.89    | 0.09%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital Inc                                                                          | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                 | CUSIP: 61744CDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73324 | PA      | $74967.09     | 0.02%             | 2034-03-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    895000 | PA      | $948736.88    | 0.22%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2071700.24   | 0.49%             | 2028-04-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $652042.96    | 0.15%             | 2029-04-12      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    608000 | PA      | $605505.61    | 0.14%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146642 | PA      | $147252.86    | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Taxable Municipal Funding Trust                                                                     | TXBL MUNI FUNDING TRUST VARIOUS STATES                                          | CUSIP: 62630WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110000.00    | 0.03%             | 2030-09-01      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                                              | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    690000 | PA      | $696257.18    | 0.16%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    536000 | PA      | $537127.89    | 0.13%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    576000 | PA      | $571505.17    | 0.14%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $316093.29    | 0.07%             | 2027-07-27      | Fixed         | 4.37%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    960000 | PA      | $967098.98    | 0.23%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     33342 | PA      | $31371.62     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    193286 | PA      | $173694.51    | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    337601 | PA      | $308728.53    | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    234348 | PA      | $229353.02    | 0.05%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                                           | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304458 | PA      | $283292.77    | 0.07%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                             | CUSIP: 641062BK9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505591.19   | 0.36%             | 2026-03-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| New York State Dormitory Authority                                                                  | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990KHE6<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    345000 | PA      | $346309.25    | 0.08%             | 2027-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    357000 | PA      | $344329.79    | 0.08%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259230.02    | 0.06%             | 2077-12-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384165.56    | 0.09%             | 2027-09-01      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563129.83    | 0.13%             | 2028-02-04      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                                               | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856000 | PA      | $859845.77    | 0.20%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           | 2                  | On Loan: No      |
| NIEUW AMSTERDAM REC BV                                                                              | Nieuw Amsterdam Receivables Corp BV                                             | CUSIP: 65409SAL2<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | NE        |    300000 | PA      | $297335.79    | 0.07%             | 2026-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nissan Master Owner Trust Receivables                                                               | Nissan Master Owner Trust Receivables                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237741.39    | 0.06%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Nissan Auto Lease Trust                                                                             | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268114.29    | 0.06%             | 2029-02-15      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Lease Trust                                                                             | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267567.07    | 0.06%             | 2029-06-15      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    674000 | PA      | $673387.40    | 0.16%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                                                                                 | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    542000 | PA      | $532545.80    | 0.13%             | 2032-05-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                                              | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389869.77    | 0.09%             | 2027-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                                                                  | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    534000 | PA      | $535299.73    | 0.13%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                                                       | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $725362.27    | 0.17%             | 2042-02-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2025-NQM20 Trust                                                            | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $819949.95    | 0.19%             | 2065-10-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    687000 | PA      | $665907.00    | 0.16%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2025-NQM19 Trust                                                            | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $363937.58    | 0.09%             | 2065-10-25      | Variable      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    537000 | PA      | $576132.36    | 0.14%             | 2030-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1891592.96   | 0.45%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    738000 | PA      | $709102.58    | 0.17%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $655800.20    | 0.16%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    429000 | PA      | $401185.18    | 0.09%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532030.38    | 0.13%             | 2028-08-03      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                                              | Orlando Health Obligated Group                                                  | CUSIP: 686514AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $836392.18    | 0.20%             | 2028-10-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    527000 | PA      | $513326.16    | 0.12%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972535.11    | 0.23%             | 2028-01-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2024-RCF1 LLC                                                              | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585992 | PA      | $577564.94    | 0.14%             | 2054-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    680000 | PA      | $661493.09    | 0.16%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                                                                               | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218744.48   | 0.29%             | 2028-03-03      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2025-RCF5 LLC                                                              | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $488834.09    | 0.12%             | 2055-10-25      | Variable      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                          | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $787859.12    | 0.19%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    656000 | PA      | $632625.91    | 0.15%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                | PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                                   | CUSIP: 70917TSC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $610507.69    | 0.14%             | 2026-11-01      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                                                 | PHILADELPHIA PA REDEV AUTH                                                      | CUSIP: 717868JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $472892.32    | 0.11%             | 2027-09-01      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $953914.39    | 0.23%             | 2027-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                                            | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $271007.20    | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592200.37    | 0.14%             | 2027-03-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2025-SFR4 Trust                                            | CUSIP: 74290JAA0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $520147.71    | 0.12%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2022-SFR2 Trust                                            | CUSIP: 74332VAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    529777 | PA      | $518241.91    | 0.12%             | 2027-04-17      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    174824 | PA      | $172243.40    | 0.04%             | 2038-07-17      | Fixed         | 1.43%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    647000 | PA      | $637090.03    | 0.15%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           | 2                  | On Loan: No      |
| PRP Advisors, LLC                                                                                   | PRPM 2025-RCF1 LLC                                                              | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527685 | PA      | $528798.55    | 0.13%             | 2055-02-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    612000 | PA      | $618196.13    | 0.15%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188247 | PA      | $189107.93    | 0.04%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES10                                                  | CUSIP: 74939LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $673274.41    | 0.16%             | 2055-11-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    170355 | PA      | $170414.87    | 0.04%             | 2055-08-25      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781530 | PA      | $785111.54    | 0.19%             | 2044-11-25      | Variable      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164208 | PA      | $165332.63    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797564 | PA      | $803646.76    | 0.19%             | 2045-01-25      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |    745161 | PA      | $751505.73    | 0.18%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    288594 | PA      | $290591.35    | 0.07%             | 2055-07-25      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    144297 | PA      | $144911.08    | 0.03%             | 2055-07-25      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    672000 | PA      | $667188.26    | 0.16%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $446880.33    | 0.11%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J4                                                     | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2695337 | PA      | $2714551.31   | 0.64%             | 2054-12-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J1                                                     | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $14064.93     | 0.00%             | 2054-07-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                                            | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    909000 | PA      | $805851.00    | 0.19%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  29052593 | NS      | $29046782.35  | 6.87%             |  |  |  | No            | N/A                | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    172000 | PA      | $181698.15    | 0.04%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1774809.18   | 0.42%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $212298.18    | 0.05%             | 2027-01-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $791871.03    | 0.19%             | 2028-10-18      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                    | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    764000 | PA      | $774819.88    | 0.18%             | 2027-01-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                                              | SLM Private Credit Student Loan Trust 2006-B                                    | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    144239 | PA      | $141149.90    | 0.03%             | 2039-12-15      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2023-B                                         | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192018 | PA      | $196527.28    | 0.05%             | 2056-10-16      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51112 | PA      | $48238.48     | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                                                                | STAR 2022-SFR3 Trust                                                            | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1623478 | PA      | $1625807.78   | 0.38%             | 2039-05-17      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| SANDS CHINA LTD                                                                                     | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194311.26    | 0.05%             | 2027-03-08      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    367000 | PA      | $363351.56    | 0.09%             | 2028-11-03      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    769000 | PA      | $800678.89    | 0.19%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    610000 | PA      | $622856.97    | 0.15%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335575.85    | 0.08%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413073.40    | 0.10%             | 2027-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    353000 | PA      | $346551.70    | 0.08%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2024-INV1                                                | CUSIP: 816939AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881909 | PA      | $1887146.08   | 0.45%             | 2054-10-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-4                                                   | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006893 | PA      | $1011515.11   | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Sheffield Receivables Co LLC                                                                        | Sheffield Receivables Co LLC                                                    | CUSIP: 000000000<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |    600000 | PA      | $597218.84    | 0.14%             | 2025-12-12      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    644000 | PA      | $615171.33    | 0.15%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $603007.61    | 0.14%             | 2044-08-22      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                 | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297746 | PA      | $298035.30    | 0.07%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    452000 | PA      | $474870.71    | 0.11%             | 2028-08-14      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    261000 | PA      | $267856.15    | 0.06%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83050UE61<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    500000 | PA      | $489829.30    | 0.12%             | 2026-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83050UFF0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    280000 | PA      | $273145.91    | 0.06%             | 2026-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1663000 | PA      | $1673683.46   | 0.40%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186128 | PA      | $188979.09    | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    596000 | PA      | $603275.66    | 0.14%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    538000 | PA      | $540802.46    | 0.13%             | 2027-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    649000 | PA      | $697346.50    | 0.16%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    801000 | PA      | $785311.37    | 0.19%             | 2028-01-12      | Fixed         | 2.61%                 | Yes           | 2                  | On Loan: No      |
| STAR 2024-SFR4 Trust                                                                                | STAR 2024-SFR4 Trust                                                            | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2205122 | PA      | $2214890.10   | 0.52%             | 2041-10-17      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| STARBIRD FUNDING CORP                                                                               | Starbird Funding Corp                                                           | CUSIP: 85520LY58<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |    700000 | PA      | $699662.44    | 0.17%             | 2025-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                                                                                   | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1952530.21   | 0.46%             | 2027-03-18      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236065.00    | 0.06%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                            | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $332540.13    | 0.08%             | 2026-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    259000 | PA      | $260745.83    | 0.06%             | 2030-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                                                                        | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1056373.68   | 0.25%             | 2028-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464179.87    | 0.11%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    646000 | PA      | $640592.28    | 0.15%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    258000 | PA      | $263341.28    | 0.06%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    766000 | PA      | $709947.76    | 0.17%             | 2030-02-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $603088.89    | 0.14%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TC PIPELINES LP                                                                                     | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $410873.74    | 0.10%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    825000 | PA      | $840277.80    | 0.20%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    348000 | PA      | $353398.15    | 0.08%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                            | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    263000 | PA      | $262464.15    | 0.06%             | 2027-03-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    698000 | PA      | $685338.49    | 0.16%             | 2027-02-16      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $400612.27    | 0.09%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Tesla Sustainable Energy Trust                                                                      | Tesla Sustainable Energy Trust 2024-1                                           | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508693 | PA      | $509674.98    | 0.12%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $135795.31    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $763485.91    | 0.18%             | 2027-09-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $704627.99    | 0.17%             | 2028-10-13      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $485024.00    | 0.11%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89119BA71<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    500000 | PA      | $496204.85    | 0.12%             | 2026-01-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89119BBA3<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    370000 | PA      | $365845.49    | 0.09%             | 2026-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302156 | PA      | $291524.17    | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ1                                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232568 | PA      | $224839.03    | 0.05%             | 2068-07-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154484 | PA      | $150359.69    | 0.04%             | 2061-12-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2025-D Owner Trust                                      | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1023066.58   | 0.24%             | 2030-06-17      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2024-A Owner Trust                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565353 | PA      | $568551.25    | 0.13%             | 2028-10-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Toyota Credit de Puerto Rico Corp                                                                   | Toyota Credit de Puerto Rico Corp                                               | CUSIP: 000000000<br>LEI: 549300C3PZBB11ZOEC65 | Long             | STIV             | CORP              | US        |    600000 | PA      | $589425.42    | 0.14%             | 2026-04-07      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $369027.82    | 0.09%             | 2077-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    484000 | PA      | $492234.48    | 0.12%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Tricon American Homes                                                                               | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1758631 | PA      | $1667038.34   | 0.39%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           | 2                  | On Loan: No      |
| Trillium Credit Card Trust II                                                                       | Trillium Credit Card Trust II                                                   | CUSIP: 89621ACD9<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174748.48    | 0.04%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| TRUIST BANK                                                                                         | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1185441.53   | 0.28%             | 2029-10-23      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    393000 | PA      | $389051.35    | 0.09%             | 2027-06-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| UBS AG STAMFORD CT                                                                                  | UBS AG/Stamford CT                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    815000 | PA      | $821483.50    | 0.19%             | 2028-01-10      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186731.32    | 0.04%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $208331.06    | 0.05%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65882.97     | 0.02%             | 2031-01-15      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    272000 | PA      | $291692.82    | 0.07%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                                                               | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644956.96    | 0.15%             | 2028-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                                             | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394595 | PA      | $393657.99    | 0.09%             | 2026-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                                             | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765940 | PA      | $760538.16    | 0.18%             | 2026-09-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     30000 | PA      | $29919.60     | 0.01%             | 2025-11-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $681625.00    | 0.16%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2215000 | PA      | $2172603.53   | 0.51%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1972500.00   | 0.47%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2125000 | PA      | $1999492.19   | 0.47%             | 2027-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $231273.05    | 0.05%             | 2027-03-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1560000 | PA      | $1550737.50   | 0.37%             | 2027-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $470936.52    | 0.11%             | 2027-08-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7395000 | PA      | $7400199.65   | 1.75%             | 2028-05-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3745000 | PA      | $3827214.47   | 0.91%             | 2028-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Floating Rate Notes                                               | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2000226.54   | 0.47%             | 2026-01-31      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4553261.73   | 1.08%             | 2027-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2004453.12   | 0.47%             | 2027-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4331818.35   | 1.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1176403.13   | 0.28%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6745000 | PA      | $6721814.06   | 1.59%             | 2030-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    238000 | PA      | $229629.03    | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716196.81    | 0.17%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $790001.33    | 0.19%             | 2030-04-22      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1194158.29   | 0.28%             | 2030-08-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $470532.89    | 0.11%             | 2030-08-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $319408.45    | 0.08%             | 2031-01-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $339287.31    | 0.08%             | 2031-01-21      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2025-9                                               | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $554163.23    | 0.13%             | 2070-10-27      | Variable      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                                                            | Vertiv Group Corp                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    595000 | PA      | $586201.55    | 0.14%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    284000 | PA      | $277548.10    | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                                                                       | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $337117.99    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    684000 | PA      | $678391.96    | 0.16%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367802.68    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| VMWARE LLC                                                                                          | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    784000 | PA      | $781912.62    | 0.19%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    671000 | PA      | $639667.70    | 0.15%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    397000 | PA      | $379861.51    | 0.09%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    376000 | PA      | $359070.36    | 0.08%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Card issuance Trust                                                                     | WF Card Issuance Trust                                                          | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $942466.75    | 0.22%             | 2029-10-15      | Fixed         | 4.29%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975967.74    | 0.23%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    601422 | PA      | $596823.83    | 0.14%             | 2048-07-15      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1113715.01   | 0.26%             | 2028-04-22      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1281066.60   | 0.30%             | 2028-01-24      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $733061.70    | 0.17%             | 2029-09-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52781 | PA      | $51194.63     | 0.01%             | 2053-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67883 | PA      | $66239.96     | 0.02%             | 2052-08-15      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2025-5C6                                  | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $576483.34    | 0.14%             | 2058-10-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                          | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $684350.80    | 0.16%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                          | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $297389.07    | 0.07%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    389000 | PA      | $389742.97    | 0.09%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                                               | Westlake Automobile Receivables Trust 2025-P1                                   | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201000.06    | 0.05%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                                               | Westlake Automobile Receivables Trust 2025-P1                                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $187773.62    | 0.04%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           | 2                  | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                                                      | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998137.83    | 0.24%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                                                                     | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    851000 | PA      | $796482.86    | 0.19%             | 2029-12-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                  | YMCA of Greater New York                                                        | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $373821.86    | 0.09%             | 2026-08-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                  | YMCA of Greater New York                                                        | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $377748.73    | 0.09%             | 2026-08-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| YAMANA GOLD INC                                                                                     | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    318000 | PA      | $319097.06    | 0.08%             | 2027-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    593000 | PA      | $597128.96    | 0.14%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Zais CLO 13, Limited                                                                                | Zais Clo 13 Ltd                                                                 | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |     58222 | PA      | $58245.69     | 0.01%             | 2032-07-15      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $675105.17    | 0.16%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        44 | NC      | $182610.72    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -45 | NC      | $-69677.70    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $11557.92     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       330 | NC      | $-51723.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $3478.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) DEC25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -9 | NC      | $52923.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        91 | NC      | $6120.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        93 | NC      | $1289.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | CCPCDX--2I65BRAD5-20301220                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4585000 | OU      | $333457.88    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer