# EDGAR Filing Document

**Accession Number:** 0000764719
**File Stem:** 0001410368-25-041611
**Filing Date:** 2025-12
**Character Count:** 183883
**Document Hash:** 3fc9e7ad3212a5bcdef3f51e2931f778
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-041611.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-041611

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XV
- **CENTRAL INDEX KEY:** 0000764719

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04253
- **FILM NUMBER:** 251595613

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT LIMITED MATURITY FUND /MA/
- **DATE OF NAME CHANGE:** 19930623

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT PREMIUM ACCOUNT
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MFS Commodity Strategy Fund (Series ID: S000028958)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088951 | A            | MCSAX           |
| C000088952 | B            | MCSFX           |
| C000088953 | C            | MCSHX           |
| C000088954 | I            | MCSIX           |
| C000088955 | R1           | MCSNX           |
| C000088956 | R2           | MCSOX           |
| C000088957 | R3           | MCSQX           |
| C000088958 | R4           | MCSTX           |
| C000119775 | R6           | MCSRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS SERIES TRUST XV

- **b. Investment Company Act file number:** 811-04253

- **c. CIK number of Registrant:** 0000764719

- **d. LEI of Registrant:** 549300YI4S4U2N712160

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

- **a. Name of Series:** MFS Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000028958

- **c. LEI of Series:** T0OEQ8I3F6DXUJCOV412

**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:** $944720993.88

**Total Liabilities:** $13189095.87

**Net Assets:** $931531898.01

**Amount of Assets Invested in Other Investment Companies:** $169154166.17

**Delayed Delivery Securities:** $3089005.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2082.66000000 | **1-Year:** -40926.78000000 | **5-Year:** -55552.22000000 | **10-Year:** -4693.76000000 | **30-Year:** -1444.08000000

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

- **3-Month:** -1061.62000000 | **1-Year:** -2849.86000000 | **5-Year:** -2333.60000000 | **10-Year:** -49.08000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088951 | 2.93%                | 2.33%                | 2.03%                |
| Class ID C000088952 | 3.22%                | 2.08%                | 2.04%                |
| Class ID C000088953 | 2.96%                | 2.35%                | 1.79%                |
| Class ID C000088954 | 3.18%                | 2.31%                | 2.01%                |
| Class ID C000088955 | 3.21%                | 2.33%                | 2.03%                |
| Class ID C000088956 | 3.22%                | 2.08%                | 2.04%                |
| Class ID C000088957 | 3.20%                | 2.33%                | 2.02%                |
| Class ID C000088958 | 3.19%                | 2.32%                | 2.02%                |
| Class ID C000119775 | 3.19%                | 2.32%                | 2.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24002.16               | $2739889.91                                |
| Month 2  | $21818.70                | $160629.55                                 |
| Month 3  | $-116948.80              | $-226086.07                                |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index

- **Index Identifier:** BCOM

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORP                                        | AGCO Corp                                                                                                         | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1355457.81   | 0.15%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                    | AIB Group PLC                                                                                                     | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    409000 | PA      | $433977.82    | 0.05%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                          | Corebridge Global Funding                                                                                         | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1324506.62   | 0.14%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE7 LLC                                                                                               | CUSIP: 00217VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2563500 | PA      | $2565086.81   | 0.28%             | 2039-06-17      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1812000 | PA      | $1811699.39   | 0.19%             | 2036-10-16      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1406000 | PA      | $1402929.44   | 0.15%             | 2036-10-16      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                              | ACREC 2021-FL1 Ltd                                                                                                | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1129000 | PA      | $1128364.60   | 0.12%             | 2036-10-16      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                         | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1438000 | PA      | $1480402.49   | 0.16%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                                                         | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109299 | PA      | $109370.16    | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                          | Algonquin Power & Utilities Corp                                                                                  | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $833949.98    | 0.09%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                             | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $47905.69     | 0.01%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2024-1                                                                   | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178562 | PA      | $178731.48    | 0.02%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                                                               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2738006.91   | 0.29%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                                                          | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2133556.14   | 0.23%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                         | American Transmission Systems Inc                                                                                 | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $256091.61    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-7                                                                                   | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-MBS          | CORP              | US        |   2219770 | PA      | $2230842.66   | 0.24%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-9                                                                                   | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |   1591070 | PA      | $1588306.63   | 0.17%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2024-13                                                                                  | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |   2697591 | PA      | $2711002.12   | 0.29%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                           | Anglo American Capital PLC                                                                                        | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2917000 | PA      | $2936251.97   | 0.32%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2025-10                                                                                  | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   1270891 | PA      | $1270636.31   | 0.14%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                                               | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1125239.73   | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                                               | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1303784.28   | 0.14%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1684000 | PA      | $1683966.15   | 0.18%             | 2036-11-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1684000 | PA      | $1684591.42   | 0.18%             | 2036-11-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                            | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1014000 | PA      | $1014389.38   | 0.11%             | 2036-11-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd  | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                            | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2695500 | PA      | $2702285.38   | 0.29%             | 2037-01-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                    | ARDN 2025-ARCP Mortgage Trust                                                                                     | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999000 | PA      | $3004623.13   | 0.32%             | 2035-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE6 Trust                                                                                             | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    894000 | PA      | $882824.82    | 0.09%             | 2037-01-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                  | AREIT 2022-CRE6 Trust                                                                                             | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    795500 | PA      | $777600.61    | 0.08%             | 2037-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                            | ARI Fleet Lease Trust 2023-B                                                                                      | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200900 | PA      | $202471.55    | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                                                             | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1168324.70   | 0.13%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics Inc                                                                                             | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2750570.77   | 0.30%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                           | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1541242.33   | 0.17%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1558663.23   | 0.17%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital Inc                                                                                               | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1407165.30   | 0.15%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                                                    | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1850946.97   | 0.20%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                  | AutoNation Finance Trust 2025-1                                                                                   | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741798 | PA      | $743282.24    | 0.08%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    949000 | PA      | $950030.58    | 0.10%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    817000 | PA      | $816356.53    | 0.09%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1518000 | PA      | $1459740.95   | 0.16%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                       | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1987000 | PA      | $1915355.56   | 0.21%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2018-C2                                                                                      | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18688863 | PA      | $334007.35    | 0.04%             | 2051-12-15      | Variable      | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C9                                                                                      | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10962720 | PA      | $695800.53    | 0.07%             | 2054-02-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C11                                                                                     | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7184418 | PA      | $379315.72    | 0.04%             | 2054-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                                                     | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2419000 | PA      | $2538401.79   | 0.27%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Trust 2021-C10                                                                                              | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6777252 | PA      | $338403.12    | 0.04%             | 2054-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2024-FL13 LLC                                                                                                 | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    749000 | PA      | $750656.79    | 0.08%             | 2039-09-19      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                           | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1969000 | PA      | $2029570.46   | 0.22%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2022-FL8 Issuer Ltd                                                                                         | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    795256 | PA      | $794854.88    | 0.09%             | 2037-02-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2022-FL8 Issuer Ltd                                                                                         | CUSIP: 055983AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    445500 | PA      | $444151.47    | 0.05%             | 2037-02-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                               | BSPRT 2022-FL8 Issuer Ltd                                                                                         | CUSIP: 055983AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    719500 | PA      | $719494.60    | 0.08%             | 2037-02-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2021-FL4 Ltd                                                                                                 | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2601000 | PA      | $2575038.38   | 0.28%             | 2038-05-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                         | Bacardi Ltd / Bacardi-Martini BV                                                                                  | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3680000 | PA      | $3760331.35   | 0.40%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2021-4 Ltd                                                                                | CUSIP: 05685AAU2<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   2344422 | PA      | $2342375.32   | 0.25%             | 2034-10-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2022-1 Ltd                                                                                | CUSIP: 05766EAN2<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   3115644 | PA      | $3117784.45   | 0.33%             | 2037-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK35                                                                                                   | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6035445 | PA      | $251711.84    | 0.03%             | 2064-06-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2019-BNK24                                                                                                   | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8890395 | PA      | $205200.11    | 0.02%             | 2062-11-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK31                                                                                                   | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10664384 | PA      | $558054.41    | 0.06%             | 2054-02-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK34                                                                                                   | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11268593 | PA      | $424720.03    | 0.05%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2021-BNK32                                                                                                   | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10450977 | PA      | $302991.60    | 0.03%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                           | Banque Federative du Credit Mutuel SA                                                                             | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1887000 | PA      | $1909881.89   | 0.21%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD                                      | Bacardi Ltd                                                                                                       | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    884000 | PA      | $889876.12    | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                      | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2856000 | PA      | $2797984.50   | 0.30%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2021-FL10 Ltd                                                                                                 | CUSIP: 07335YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    793500 | PA      | $793699.33    | 0.09%             | 2036-12-16      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BDS Ltd                                          | BDS 2021-FL10 Ltd                                                                                                 | CUSIP: 07335YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    577000 | PA      | $577148.35    | 0.06%             | 2036-12-16      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B23 Mortgage Trust                                                                                 | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12380812 | PA      | $579228.84    | 0.06%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B28 Mortgage Trust                                                                                 | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9950938 | PA      | $498694.26    | 0.05%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B27 Mortgage Trust                                                                                 | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14084360 | PA      | $695720.90    | 0.07%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B29 Mortgage Trust                                                                                 | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14638628 | PA      | $525039.26    | 0.06%             | 2054-09-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2025-V18 Mortgage Trust                                                                                 | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538903 | PA      | $1583933.76   | 0.17%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                                                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2755045.12   | 0.30%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                                                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2346902.49   | 0.25%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                       | Biogen Inc                                                                                                        | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2077326.19   | 0.22%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                                                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3494000 | PA      | $3421552.78   | 0.37%             | 2028-01-20      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5104000 | PA      | $5076673.34   | 0.54%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2229561.37   | 0.24%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | Booz Allen Hamilton Inc                                                                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    949000 | PA      | $925349.29    | 0.10%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2265847.32   | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    753000 | PA      | $775374.20    | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1369313.84   | 0.15%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1361957.23   | 0.15%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                                      | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1953207.11   | 0.21%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                                                            | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   4053000 | PA      | $4025612.22   | 0.43%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    902000 | PA      | $909975.48    | 0.10%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                                                                | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859510 | PA      | $865096.88    | 0.09%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-2 LLC                                                                                | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501312 | PA      | $499668.42    | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-1 LLC                                                                                | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768174 | PA      | $787293.98    | 0.08%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                     | Business Jet Securities 2024-1 LLC                                                                                | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91838 | PA      | $94423.29     | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                                                                 | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    189882 | PA      | $189405.89    | 0.02%             | 2038-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                         | BXMT 2020-FL2 LTD                                                                                                 | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1492000 | PA      | $1484851.83   | 0.16%             | 2038-02-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                                                 | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2402248.29   | 0.26%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                                                 | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    646000 | PA      | $656414.08    | 0.07%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | CCUBS Commercial Mortgage Trust 2017-C1                                                                           | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5081363 | PA      | $73093.38     | 0.01%             | 2050-11-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2017-CD4 Mortgage Trust                                                                                        | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8954966 | PA      | $104977.27    | 0.01%             | 2050-05-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355745 | PA      | $304288.71    | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                           | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113394 | PA      | $78338.98     | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                                                        | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472520.29    | 0.05%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                 | COOPR Residential Mortgage Trust 2025-CES1                                                                        | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411715 | PA      | $415994.61    | 0.04%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-2 Mortgage Loan Trust                                                                                   | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    830747 | PA      | $838479.90    | 0.09%             | 2069-04-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                      | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2859000 | PA      | $2971951.94   | 0.32%             | 2030-03-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                                                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    770000 | PA      | $775519.24    | 0.08%             | 2029-07-03      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                        | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1340534.43   | 0.14%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                        | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    621000 | PA      | $645000.16    | 0.07%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                  | Carmax Select Receivables Trust 2025-B                                                                            | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1787902.84   | 0.19%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                                                         | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    397791 | PA      | $399999.14    | 0.04%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                        | Chesapeake Funding II LLC                                                                                         | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    479446 | PA      | $485619.42    | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                                                      | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2288250.13   | 0.25%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-5 Mortgage Loan Trust                                                                                   | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   1794044 | PA      | $1794126.83   | 0.19%             | 2069-08-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-3 Mortgage Loan Trust                                                                                   | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   1299058 | PA      | $1316526.14   | 0.14%             | 2069-06-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2024-3 Mortgage Loan Trust                                                                                   | CUSIP: 19688VAB6<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    431135 | PA      | $435950.63    | 0.05%             | 2069-06-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                         | Columbia Pipelines Holding Co LLC                                                                                 | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3360511.86   | 0.36%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                                                          | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346579 | PA      | $347248.43    | 0.04%             | 2045-02-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1986052.05   | 0.21%             | 2027-11-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                                                          | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1532213.66   | 0.16%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                                          | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2110969.90   | 0.23%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3242286.88   | 0.35%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                                        | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    524000 | PA      | $487455.19    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                           | Cox Communications Inc                                                                                            | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $3515169.11   | 0.38%             | 2028-09-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                | Credit Acceptance Auto Loan Trust 2023-3                                                                          | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292000 | PA      | $1317000.59   | 0.14%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                                                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    448000 | PA      | $439931.30    | 0.05%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                                                        | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3384619.34   | 0.36%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                        | DLLST 2024-1 LLC                                                                                                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345162 | PA      | $346501.86    | 0.04%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1851000 | PA      | $1924435.07   | 0.21%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2024-2                                                                               | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835619 | PA      | $837158.66    | 0.09%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2024-2                                                                               | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754000 | PA      | $758308.96    | 0.08%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1299000 | PA      | $1272896.14   | 0.14%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    169000 | PA      | $177155.80    | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1584000 | PA      | $1598881.38   | 0.17%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                                                      | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2315000 | PA      | $2358573.07   | 0.25%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                                            | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    934000 | PA      | $946782.80    | 0.10%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                                            | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    934000 | PA      | $958451.44    | 0.10%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 49 Senior Loan Fund                                                                                        | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1945990 | PA      | $1948562.60   | 0.21%             | 2030-07-18      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 95 CLO Ltd                                                                                                 | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3253048.50   | 0.35%             | 2034-08-20      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 75 CLO Ltd                                                                                                 | CUSIP: 26252JBE7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   4026477 | PA      | $4028437.89   | 0.43%             | 2034-04-14      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3170321.74   | 0.34%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                             | ERAC USA Finance LLC                                                                                              | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    684000 | PA      | $684000.00    | 0.07%             | 2025-11-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                         | Eagle Funding Luxco Sarl                                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2225000 | PA      | $2260377.50   | 0.24%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                                                     | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3735000 | PA      | $3803551.07   | 0.41%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp                                                                                     | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2904000 | PA      | $2966173.88   | 0.32%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                           | Empire District Bondco LLC                                                                                        | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589296 | PA      | $596649.92    | 0.06%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2291000 | PA      | $2325187.65   | 0.25%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                                      | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $966789.94    | 0.10%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1085969.58   | 0.12%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-1 LLC                                                                             | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    240866 | PA      | $241361.79    | 0.03%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                                                                             | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    395200 | PA      | $397522.30    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2023-2 LLC                                                                             | CUSIP: 29375NAC9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    689000 | PA      | $700080.36    | 0.08%             | 2030-04-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                   | Enterprise Fleet Financing 2024-3 LLC                                                                             | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    467687 | PA      | $469953.54    | 0.05%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                                                           | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1378365.96   | 0.15%             | 2025-12-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                                                 | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2765394.59   | 0.30%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2024-4                                                                        | CUSIP: 30166UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560529 | PA      | $561148.32    | 0.06%             | 2030-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                          | Federal Home Loan Bank Discount Notes                                                                             | CUSIP: 313385NU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |  34506000 | PA      | $34494900.45  | 3.70%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137AV5K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271443 | PA      | $255514.42    | 0.03%             | 2042-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1765023 | PA      | $1722485.95   | 0.18%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                | CUSIP: 3137BNPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317050 | PA      | $301378.78    | 0.03%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                      | CUSIP: 3137FNAS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655751 | PA      | $655844.68    | 0.07%             | 2029-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                      | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6248726 | PA      | $357572.11    | 0.04%             | 2030-04-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                   | CUSIP: 3138ERQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95898 | PA      | $93732.67     | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                           | Federation des Caisses Desjardins du Quebec                                                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2734000 | PA      | $2749163.86   | 0.30%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                                                  | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2404952.39   | 0.26%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893794.64    | 0.10%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                             | Flutter Treasury DAC                                                                                              | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2479000 | PA      | $2509987.50   | 0.27%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                          | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3807000 | PA      | $3849823.95   | 0.41%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                     | FORT CRE 2022-FL3 Issuer LLC                                                                                      | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1221095 | PA      | $1219871.00   | 0.13%             | 2039-02-23      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                               | CUSIP: 361886DL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1225755.46   | 0.13%             | 2028-11-15      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                               | CUSIP: 361886DR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1693000 | PA      | $1693068.06   | 0.18%             | 2029-11-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS6                                                                             | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10166694 | PA      | $126705.48    | 0.01%             | 2050-05-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2017-GS7                                                                             | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10193171 | PA      | $134348.03    | 0.01%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2020-GC47                                                                            | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8593807 | PA      | $348667.95    | 0.04%             | 2053-05-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics Inc                                                                                                 | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1292814.02   | 0.14%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                 | Genuine Parts Co                                                                                                  | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1967093.06   | 0.21%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                            | Gildan Activewear Inc                                                                                             | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1252000 | PA      | $1246596.86   | 0.13%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1653419.03   | 0.18%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2505365.78   | 0.27%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2256481.90   | 0.24%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                                       | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1263844.87   | 0.14%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                                           | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582152.99    | 0.06%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                 | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3032000 | PA      | $3073714.01   | 0.33%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd                              | Harbor Park CLO Ltd                                                                                               | CUSIP: 41154XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2601242.80   | 0.28%             | 2031-01-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $254950.61    | 0.03%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    449000 | PA      | $471357.23    | 0.05%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    946000 | PA      | $973858.74    | 0.10%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries Inc                                                                                 | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1724895.51   | 0.19%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                                                 | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1085315.70   | 0.12%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                         | International Flavors & Fragrances Inc                                                                            | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    294000 | PA      | $280236.26    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd                                  | Invesco US CLO 2023-3 Ltd                                                                                         | CUSIP: 46091RAN3<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |   2068965 | PA      | $2081345.69   | 0.22%             | 2038-07-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                         | Invesco CLO 2022-2 Ltd                                                                                            | CUSIP: 46145XAQ9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   3344351 | PA      | $3337839.55   | 0.36%             | 2035-07-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                         | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    788000 | PA      | $811603.05    | 0.09%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                        | IQVIA Inc                                                                                                         | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    598000 | PA      | $629961.31    | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4625000 | PA      | $4432577.34   | 0.48%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JPMCC Commercial Mortgage Securities Trust 2017-JP7                                                               | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8789822 | PA      | $107308.78    | 0.01%             | 2050-09-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2024-NQM1                                                                         | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    969152 | PA      | $975231.75    | 0.10%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                                               | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2404342.14   | 0.26%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                | Japan Tobacco Inc                                                                                                 | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2055000 | PA      | $2091190.30   | 0.22%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                                                     | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1302739.89   | 0.14%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp      | KENTUCKY ST HGR EDU STUDENT LOAN CORP                                                                             | CUSIP: 49130NGL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1515000 | PA      | $1567021.77   | 0.17%             | 2037-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                         | LKQ Corp                                                                                                          | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $3074514.94   | 0.33%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1247970.64   | 0.13%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1935814.58   | 0.21%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1007461.01   | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1858460.08   | 0.20%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                                                  | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    950000 | PA      | $970424.31    | 0.10%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                       | LAD Auto Receivables Trust 2024-3                                                                                 | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270871 | PA      | $271026.20    | 0.03%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                              | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    953000 | PA      | $970943.83    | 0.10%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                                              | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1429499.82   | 0.15%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1791500 | PA      | $1791749.02   | 0.19%             | 2042-08-17      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                | CUSIP: 53947FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2698500 | PA      | $2696696.59   | 0.29%             | 2042-08-17      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                   | LoanCore 2021-CRE5 Issuer Ltd                                                                                     | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1722408 | PA      | $1722696.99   | 0.18%             | 2036-07-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                   | LoanCore 2021-CRE5 Issuer Ltd                                                                                     | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    741000 | PA      | $739140.46    | 0.08%             | 2036-07-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                                                     | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    706000 | PA      | $764292.61    | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                                                     | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1337199.28   | 0.14%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2021-FL6 Ltd                                                                                                  | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3089144 | PA      | $3086321.76   | 0.33%             | 2036-07-16      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2022-FL8 Ltd                                                                                                  | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    941914 | PA      | $937414.48    | 0.10%             | 2037-02-19      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2022-FL9 LLC                                                                                                  | CUSIP: 55285AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2988000 | PA      | $2989520.89   | 0.32%             | 2037-06-19      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio         | MFS Institutional Money Market Portfolio                                                                          | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |  40536850 | NS      | $40544957.53  | 4.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2024-FL14 LLC                                                                                                 | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    818643 | PA      | $820495.59    | 0.09%             | 2039-03-19      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                                               | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1904000 | PA      | $1892847.11   | 0.20%             | 2027-01-12      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                          | Marathon Petroleum Corp                                                                                           | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2459270.90   | 0.26%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1724064.89   | 0.19%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $3663207.80   | 0.39%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                                                          | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1518220.37   | 0.16%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                                                          | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1527862.55   | 0.16%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                                                     | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3103641.94   | 0.33%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority    | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                | CUSIP: 57563RQZ5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    315000 | PA      | $312142.95    | 0.03%             | 2026-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2020-FL4 Ltd                                                                                                  | CUSIP: 58003UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2437000 | PA      | $2441833.30   | 0.26%             | 2035-12-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   1575000 | PA      | $1577728.42   | 0.17%             | 2028-04-02      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    845000 | PA      | $846972.12    | 0.09%             | 2029-10-02      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                           | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    632000 | PA      | $628846.95    | 0.07%             | 2031-05-05      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2025-FL20 LLC                                                                                                 | CUSIP: 59319CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002449.80   | 0.21%             | 2043-02-18      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust      | MF1 2025-FL20 LLC                                                                                                 | CUSIP: 59319CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1128514 | PA      | $1128858.08   | 0.12%             | 2043-02-18      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    732000 | PA      | $755210.15    | 0.08%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                                        | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2778000 | PA      | $2811277.11   | 0.30%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                           | Molex Electronic Technologies LLC                                                                                 | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2037000 | PA      | $2056588.71   | 0.22%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2017-H1                                                                            | CUSIP: 61691JAW4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   3647687 | PA      | $50779.81     | 0.01%             | 2050-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-H4                                                                            | CUSIP: 61691RAF3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  14194038 | PA      | $295993.95    | 0.03%             | 2051-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-L5                                                                            | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   9285494 | PA      | $411905.45    | 0.04%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-L6                                                                            | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   8121218 | PA      | $312765.96    | 0.03%             | 2054-06-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1657255.30   | 0.18%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                                                       | CUSIP: 61767CAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8277028 | PA      | $116490.89    | 0.01%             | 2050-05-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2224062.61   | 0.24%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $2939435.25   | 0.32%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                       | NBN Co Ltd                                                                                                        | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2064000 | PA      | $2156274.15   | 0.23%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                            | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    689000 | PA      | $690038.58    | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    536000 | PA      | $540028.23    | 0.06%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1309000 | PA      | $1323482.51   | 0.14%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp                                                                                                  | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1309000 | PA      | $1333767.47   | 0.14%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                          | Nationwide Building Society                                                                                       | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3563434.46   | 0.38%             | 2028-02-16      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2024-NQM1                                                                     | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   1428863 | PA      | $1441551.76   | 0.15%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust 2025-NQM3                                                                     | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    696033 | PA      | $702972.50    | 0.08%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                        | News Corp                                                                                                         | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2028956.82   | 0.22%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                               | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1729475.84   | 0.19%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust            | NextGear Floorplan Master Owner Trust                                                                             | CUSIP: 65345GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956000 | PA      | $957780.36    | 0.10%             | 2028-03-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2015-10 Ltd                                                                                               | CUSIP: 67092DBF5<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2259114.75   | 0.24%             | 2038-01-26      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM8 Trust                                                                                               | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    982723 | PA      | $994694.14    | 0.11%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM11 Trust                                                                                              | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   1491010 | PA      | $1502715.61   | 0.16%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM1 Trust                                                                                               | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    467938 | PA      | $471084.68    | 0.05%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM1 Trust                                                                                               | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    141636 | PA      | $142581.21    | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX 2024-NQM5 Trust                                                                                               | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    436794 | PA      | $440941.16    | 0.05%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                         | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073516.00   | 0.12%             | 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        |    895000 | PA      | $907822.35    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2003000 | PA      | $2044900.76   | 0.22%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2022-S1                                                                          | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676649 | PA      | $676009.42    | 0.07%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2020-2                                                                           | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1622971 | PA      | $1593765.37   | 0.17%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2023-2                                                                           | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    969000 | PA      | $999886.39    | 0.11%             | 2036-09-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2023-2                                                                           | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2351914.39   | 0.25%             | 2036-09-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                                                              | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4598000 | PA      | $4709439.11   | 0.51%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                                                              | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2978000 | PA      | $2994858.87   | 0.32%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                   | PSEG Power LLC                                                                                                    | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $711886.09    | 0.08%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                          | PFP 2025-12 Ltd                                                                                                   | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3344238.00   | 0.36%             | 2042-12-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                       | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1874553.45   | 0.20%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                       | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2971000 | PA      | $3058463.00   | 0.33%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-2 Ltd                                                                             | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498750.00   | 0.27%             | 2033-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                   | Palmer Square Loan Funding 2025-1 Ltd                                                                             | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2970747.00   | 0.32%             | 2033-02-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2820274.84   | 0.30%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1615731.68   | 0.17%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1856075.27   | 0.20%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                     | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1315721.06   | 0.14%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    667000 | PA      | $667163.74    | 0.07%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1111991.76   | 0.12%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1484192.63   | 0.16%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                                   | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1041969.16   | 0.11%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                                      | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3611701.58   | 0.39%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1600492.05   | 0.17%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                 | Provident Funding Mortgage Trust 2025-1                                                                           | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2582755 | PA      | $2594152.22   | 0.28%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                 | Provident Funding Mortgage Trust 2024-1                                                                           | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745946 | PA      | $1754976.77   | 0.19%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                                                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $3041933.58   | 0.33%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | Regal Rexnord Corp                                                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $2069876.50   | 0.22%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                            | Rentokil Terminix Funding LLC                                                                                     | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3469719.46   | 0.37%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                                                             | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1413000 | PA      | $1429080.52   | 0.15%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | Rio Tinto Finance USA PLC                                                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1617000 | PA      | $1659795.99   | 0.18%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                                                         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4027000 | PA      | $3969834.48   | 0.43%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                  | Ross Stores Inc                                                                                                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1995708.85   | 0.21%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                     | SK hynix Inc                                                                                                      | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2977000 | PA      | $2984674.59   | 0.32%             | 2026-01-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                         | SMBC Aviation Capital Finance DAC                                                                                 | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3792000 | PA      | $3896142.01   | 0.42%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust               | STWD 2021-FL2 Ltd                                                                                                 | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2295000 | PA      | $2281000.50   | 0.24%             | 2038-04-18      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                            | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3609000 | PA      | $3712373.53   | 0.40%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                         | Sammons Financial Group Global Funding                                                                            | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    979000 | PA      | $994402.37    | 0.11%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                                                   | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   2616000 | PA      | $2611584.19   | 0.28%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust        | Santander Mortgage Asset Receivable Trust 2025-NQM2                                                               | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425149 | PA      | $428775.34    | 0.05%             | 2065-02-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                                        | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1329727.27   | 0.14%             | 2027-05-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                                        | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    919000 | PA      | $945414.22    | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                                           | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2287632.62   | 0.25%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2852030.85   | 0.31%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2013-IV-R CLO Ltd                                                                                      | CUSIP: 81882HAE5<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |    722762 | PA      | $723275.16    | 0.08%             | 2031-04-13      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Shelter Growth CRE                               | Shelter Growth CRE Issuer Ltd                                                                                     | CUSIP: 822866AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2649500 | PA      | $2648645.01   | 0.28%             | 2036-09-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 1 LTD                                                                                             | CUSIP: 82666TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2698569.00   | 0.29%             | 2034-04-17      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                         | Southwick Park CLO LLC                                                                                            | CUSIP: 846031AR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1123000 | PA      | $1050665.32   | 0.11%             | 2032-07-20      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                                                         | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1232505.77   | 0.13%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                | Store Capital LLC                                                                                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394174.07    | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                                                               | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2495000 | PA      | $2440843.11   | 0.26%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                             | Suntory Holdings Ltd                                                                                              | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |   1958000 | PA      | $2008241.07   | 0.22%             | 2029-06-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                                                               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1148450.71   | 0.12%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                          | TCW CLO 2020-1 Ltd                                                                                                | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4157184 | PA      | $4127510.02   | 0.44%             | 2034-04-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                                                  | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    985000 | PA      | $984559.08    | 0.11%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2021-FL4 Issuer Ltd                                                                                          | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1305000 | PA      | $1302807.60   | 0.14%             | 2038-03-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2021-FL4 Issuer Ltd                                                                                          | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2749000 | PA      | $2742825.75   | 0.29%             | 2038-03-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL7 Issuer Ltd                                                                                          | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    849947 | PA      | $850479.66    | 0.09%             | 2043-06-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                          | TRTX 2025-FL7 Issuer Ltd                                                                                          | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1560956 | PA      | $1561934.10   | 0.17%             | 2043-06-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                           | Taco Bell Funding LLC                                                                                             | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2021619 | PA      | $2011520.61   | 0.22%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1744405.75   | 0.19%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                             | Tencent Holdings Ltd                                                                                              | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1551000 | PA      | $1542392.38   | 0.17%             | 2026-01-26      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                  | 3650R 2021-PF1 Commercial Mortgage Trust                                                                          | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19460800 | PA      | $709657.53    | 0.08%             | 2054-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                                         | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4257000 | PA      | $4300723.99   | 0.46%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                         | Trans-Allegheny Interstate Line Co                                                                                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    944000 | PA      | $969285.05    | 0.10%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XV Ltd                                                                                               | CUSIP: 89641XAQ8<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   3427373 | PA      | $3429765.31   | 0.37%             | 2034-04-22      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                                             | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3462014.52   | 0.37%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1437000 | PA      | $1440741.04   | 0.15%             | 2027-08-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2234000 | PA      | $2239213.78   | 0.24%             | 2027-01-12      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    428000 | PA      | $466389.46    | 0.05%             | 2028-11-13      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                                                      | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2393000 | PA      | $2393524.07   | 0.26%             | 2030-08-05      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2018-C14                                                                            | CUSIP: 90278KBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5977877 | PA      | $129557.93    | 0.01%             | 2051-12-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30477000 | PA      | $30286370.02  | 3.25%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33500000 | PA      | $33480572.01  | 3.59%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30754000 | PA      | $30826380.15  | 3.31%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57693000 | PA      | $57971605.27  | 6.22%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44722000 | PA      | $46311727.57  | 4.97%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32309000 | PA      | $32594555.67  | 3.50%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18896000 | PA      | $18906684.55  | 2.03%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23843000 | PA      | $23894225.25  | 2.57%             | 2026-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29685000 | PA      | $29840092.55  | 3.20%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-6                                                                                 | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    735686 | PA      | $741697.68    | 0.08%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-3                                                                                 | CUSIP: 92540MAB1<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    720024 | PA      | $728905.74    | 0.08%             | 2069-04-25      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                             | Videotron Ltd                                                                                                     | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2733000 | PA      | $2733407.85   | 0.29%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                    | Videotron Ltd                                                                                                     | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2359000 | PA      | $2286733.76   | 0.25%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                          | Virginia Power Fuel Securitization LLC                                                                            | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    351038 | PA      | $354543.72    | 0.04%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                       | VMware LLC                                                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1293751.11   | 0.14%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                                                           | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1356440.49   | 0.15%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2631000 | PA      | $2604756.56   | 0.28%             | 2028-09-20      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    612000 | PA      | $591721.25    | 0.06%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                  | WEA Finance LLC                                                                                                   | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436499.85    | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3835522.65   | 0.41%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2021-C61                                                                    | CUSIP: 95003QBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5691402 | PA      | $299693.86    | 0.03%             | 2054-11-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11481   IRS USD R F  4.96700 SM11481_FIX CCPOIS / Short: SM11481   IRS USD P V 12MSOFR SM11481_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  44600000 | OU      | $412654.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11592   IRS USD R F  4.66400 SM11592_FIX CCPOIS / Short: SM11592   IRS USD P V 12MSOFR SM11592_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  13800000 | OU      | $123584.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11674   TRS USD R E TR11674R / Short: TR11674   TRS USD P V 03MTBILL TR11674P/USB3MTA+11.00BPS            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 122576998 | OU      | $3551465.53   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11685   TRS USD R E TR11685R / Short: TR11685   TRS USD P V 03MTBILL TR11685P/USB3MTA+9.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  11222766 | OU      | $286635.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11692   TRS USD R E TR11692R / Short: TR11692   TRS USD P V 03MTBILL TR11692P/USB3MTA+4.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   9265644 | OU      | $-127915.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11690   TRS USD R E TR11690R / Short: TR11690   TRS USD P V 03MTBILL TR11690P/USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  33960439 | OU      | $982879.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11704   TRS USD R E TR11704P / Short: TR11704   TRS USD P V 03MTBILL TR11704R/USB3MTA+13.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        | 129971919 | OU      | $3893595.63   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SM11727   IRS USD R F  4.10600 SM11727_FIX CCPOIS / Short: SM11727   IRS USD P V 12MSOFR SM11727_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  34600000 | OU      | $511949.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11735   TRS USD R E TR11735R / Short: TR11735   TRS USD P V 03MTBILL TR11735P/USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  31493799 | OU      | $911490.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11736   TRS USD R E TR11736R / Short: TR11736   TRS USD P V 03MTBILL TR11736P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  15517941 | OU      | $449116.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11738   TRS USD R E TR11738R / Short: TR11738   TRS USD P V 03MTBILL TR11738P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  42726543 | OU      | $1031497.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11739   TRS USD R E TR11739R / Short: TR11739   TRS USD P V 03MTBILL TR11739P/USB3MTA+11.00BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  42726543 | OU      | $1031497.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11750   TRS USD R E TR11750R / Short: TR11750   TRS USD P V 03MTBILL TR11750P/USB3MTA + 7.00 BP           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  10326939 | OU      | $298879.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11753   TRS USD R E TR11753R / Short: TR11753   TRS USD P V 03MTBILL TR11753P/USB3MTA+11.00BPS            | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |  22873345 | OU      | $552202.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11758   TRS USD R E TR11758R / Short: TR11758   TRS USD P V 03MTBILL TR11758P/USB3MTA+10.5BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  53745658 | OU      | $1297519.17   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11796   TRS USD R E TR11796R / Short: TR11796   TRS USD P V 03MTBILL TR11796P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  51572244 | OU      | $1492595.75   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11795   TRS USD R E TR11795R / Short: TR11795   TRS USD P V 03MTBILL TR11795P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  23370276 | OU      | $564200.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11811   TRS USD R V 03MTBILL TR11811R/USB3MTA-2.50BPS / Short: TR11811   TRS USD P E TR11811P             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |   3766414 | OU      | $-87658.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11812   TRS USD R E TR11812R / Short: TR11812   TRS USD P V 03MTBILL TR11812P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  19383018 | OU      | $-358108.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11833   TRS USD R V 03MTBILL TR11833R/USB3MTA-3.00BPS / Short: TR11833   TRS USD P E TR11833P             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  12754780 | OU      | $-1007201.77  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11830   TRS USD R V 03MTBILL TR11830R/USB3MTA-3.00BPS / Short: TR11830   TRS USD P E TR11830P             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |   5931845 | OU      | $-304492.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11831   TRS USD R V 03MTBILL TR11831R/USB3MTA-2.00BPS / Short: TR11831   TRS USD P E TR11831P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  14236166 | OU      | $-1413041.25  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11843   TRS USD R E TR11843R / Short: TR11843   TRS USD P V 03MTBILL TR11843P/USB3MTA+12.00BPS            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  11741742 | OU      | $-950237.66   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11844   TRS USD R E TR11844R / Short: TR11844   TRS USD P V 03MTBILL TR11844P/USB3MTA+10.50BPS            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  26775312 | OU      | $646402.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: TR11846   TRS USD R V 03MTBILL TR11846R/USB3MTA-5.00BPS / Short: TR11846   TRS USD P E TR11846P             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |   4443945 | OU      | $-242910.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11849   TRS USD R V 03MTBILL TR11849R/USB3MTA-6.00BPS / Short: TR11849   TRS USD P E TR11849P             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  10012426 | OU      | $-139516.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11848   TRS USD R E TR11848R / Short: TR11848   TRS USD P V 03MTBILL TR11848P/USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  27390057 | OU      | $792718.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11854   TRS USD R E TR11854R / Short: TR11854   TRS USD P V 03MTBILL TR11854P/USB3MTA+10.00BPS            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  23122684 | OU      | $558221.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11855   TRS USD R E TR11855R / Short: TR11855   TRS USD P V 03MTBILL TR11855P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  41839364 | OU      | $1068607.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11856   TRS USD R E TR11856R / Short: TR11856   TRS USD P V 03MTBILL TR11856P/USB3MTA+9.00BPS             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |  41839364 | OU      | $1068607.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11863   TRS USD R V 03MTBILL TR11863R/USB3MTA-7.00BPS / Short: TR11863   TRS USD P E TR11863P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   6085362 | OU      | $12737.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11865   TRS USD R V 03MTBILL TR11865R/USB3MTA / Short: TR11865   TRS USD P E TR11865P                     | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   6252676 | OU      | $-145522.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch & Co., Inc.                        | Long: TR11866   TRS USD R E TR11866R / Short: TR11866   TRS USD P V 03MTBILL TR11866P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: DWW559HN8WVTCCS4VJ94 | N/A              | DCO              |  | US        |   6084929 | OU      | $-345488.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11870   TRS USD R E TR11870R / Short: TR11870   TRS USD P V 03MTBILL TR11870P/USB3MTA+6.50BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  35618520 | OU      | $1030865.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11871   TRS USD R E TR11871R / Short: TR11871   TRS USD P V 03MTBILL TR11871P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  45783720 | OU      | $1169350.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11872   TRS USD R E TR11872R / Short: TR11872   TRS USD P V 03MTBILL TR11872P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  46801136 | OU      | $1195338.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | Long: TR11873   TRS USD R E TR11873R / Short: TR11873   TRS USD P V 03MTBILL TR11873P/USB3MTA+8.00BPS             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  46801136 | OU      | $1195338.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11876   TRS USD R E TR11876R / Short: TR11876   TRS USD P V 03MTBILL TR11876P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  12016701 | OU      | $89904.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11877   TRS USD R E TR11877R / Short: TR11877   TRS USD P V 03MTBILL TR11877P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   7208632 | OU      | $161529.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: TR11913   TRS USD R V 03MTBILL TR11913R/USB3MTA-5BPS / Short: TR11913   TRS USD P E TR11913P                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  18000000 | OU      | $-1114429.47  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11932   TRS USD R E TR11932R / Short: TR11932   TRS USD P V 03MTBILL TR11932P/USB3MTA+7.00BPS             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  10000000 | OU      | $236516.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: TR11935   TRS USD R V 03MTBILL TR11935R/USB3MTA-3.00BPS / Short: TR11935   TRS USD P E TR11935P             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   7000000 | OU      | $-132854.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        34 | NC      | $-874.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** MFS SERIES TRUST XV

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer